小編導(dǎo)讀：FRM一級(jí)考試中，計(jì)算題較多，考生需要多加練習(xí)來熟悉相關(guān)計(jì)算題。高頓網(wǎng)校免費(fèi)題庫，通過針對(duì)性地講解、訓(xùn)練、答疑、?？迹瑢?duì)學(xué)習(xí)過程進(jìn)行全程跟蹤、專家權(quán)威解析與指導(dǎo)，幫助考生全面提升備考效果。
　　1.Which of the following is not a step in the reverse stress testing methodology?
　　A. cause.
　　B. hedging.
　　C. events.
　　D. outcome.
　　2.Which of the following is FALSE regarding the use of scorecard data?
　　A. It usually results in higher capital charges than the use of historical data.
　　B. It is forward looking rather than backward looking.
　　C. It is more subjective because it relies upon the judgment of business line managers.
　　D. It more accurately captures the future benefits of risk management activities.
　　3.Which of the following correctly represents the probability that an amount falls below a specific threshold level?
　　A. Shortfall risk.
　　B. Value at risk.
　　C. Tail events.
　　D. Probability of ruin.
　　Answer:
　　1.A
　　The three phases of reverse stress testing are: outcome, events and hedging.
　　2.A
　　The use of scorecard data usually results in a lower capital charge than the use of historical loss data.
　　3.A
　　Shortfall risk: the probability that an amount falls below a specific threshold level. Probability of ruin: related to shortfall risk; the percentile at which point (threshold level) capital is completely used up; the lowest acceptable probability of ruin is stated and from there, an organization can determine its economic capital. Value at risk (VAR): the maximum loss to occur at a given level of probability, given a specific period of time and normal market conditions. Tail events: unlikely and extreme events with big losses.