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FRM真题需要考生经常练习吗?

2022-02-28 09:29 作者:融跃教育  | 我要投稿

所谓FRM真题就是对历年FRM考试习题的罗列,在备考中,FRM真题需要考生经常练习吗?这也许是备考中的考生经常遇见的问题。具体考生需要如何做,随融跃小编往下看!

在备考中,尤其是临近FRM考试时,考生是需要做大量的练习题的,尤其是历年FRM真题的练习。这样做的目的不仅能观察历年考题的模式,还能从中发现自己的不足,做到及时的改正。这样就更加利于自己的备考,能够顺利通过FRM考试了。

Under Basel III, each of the following is true about the internal models approach (IMA) to market risk except which is false?

A) Value at risk (VaR) must be computed on a daily basis with a one-tailed confidence level of 99.0% and a minimum holding period of ten (10) days

B) Banks must update their data sets at least once a year which corresponds to the maximum historical observation (sample) period

C) Abank must support their VaR model with all three of the following: a stress testing program, a back-testing program,and on-going validation

D) Market risk factors that are deemed relevant for pricing should be included as risk factors in the value-at-risk (VaR) model

答案:B

解析:The sample period is a minimum of one year and the data set must be updated at least monthly: “The choice of historical observation period (sample period) for calculating value-at-risk will be constrained to a minimum length of one year…Banks must updated their data sets no less frequently than once every month and reasse ssthem whenever market prices are subject to material changes.This updating process must be flexible enough to allow for more frequent updates.” In regard to (A), (C) and (D), each is true.

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!


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