FRM真题练习，在FRM考试中真的很重要吗？

真题就是对历年考试试题的集合整理，考试可以通过做题来进行备考。FRM真题也是这样的，也是考试的重难点地方。FRM真题练习，在FRM考试中真的很重要吗？

小编建议一定要做历年的FRM真题，在考试中也很重要的，因此建议考生在考前能够进行至少三套真题的练习，并对真题的知识点进行总结，帮助自己进行提升！

A CRO is concerned that existing internal risk models of a firm, which are governed mainly by the central limit theorem, are not adequate in addressing potential random extreme losses of the firm. The CRO then recommends the use of extreme value theory (EVT). When applying EVT and examining distributions of losses exceeding a threshold value, which of the following is correct?

A) As the threshold value is increased, the distribution of losses over a fixed threshold value converges to a generalized Pareto distribution.

B) If the tail parameter value of the generalized extreme-value (GEV) distribution goes to infinity, then the GEV essentially becomes a normal distribution.

C) To apply EVT, the underlying loss distribution must be either normal or lognormal.

D) The number of exceedances decreases as the threshold value decreases, which causes the reliability of the parameter estimates to increase.

答案：A

解析：A key foundation of EVT Is that as the threshold value is increased, the distribution of loss exceedances converges to a generalized Pareto distribution.

Assuming the threshold is high enough, excess losses can be modeled using the generalized Pareto distribution. Thus, Ais correct. B is incorrect. If the tail parameter value of the generalized extreme-value (GEV) distribution goes to zero, and not infinity, then the distribution of the original data {not the GEV) could be a light-tail distribution such as normal or log-normal. In other words, the corresponding GEV distribution is a Gumbel distribution. C is incorrect. To apply EVT, the underlying loss distribution can be any of the commonly used distributions: normal, lognormal, t,etc. D is incorrect. As the threshold value is decreased, the number of exceedances increases.

FRM考试的内容就分享这么多，考生如果对FRM考试还有更多的疑问，可以文章评论一起学习探讨！另外，有2022年全年备考日历，想要的私信或者评论哦！