FRM真题对于考生备考真的有作用吗？

FRM考试虽然都是选择题，但是都是计算题，对于考生来说还是有一定的难度的。有考生咨询FRM真题对于考生备考真的有作用吗？听融跃小编为你介绍！

FRM真题是历年FRM考试的题目，是FRM考试的重难点地方，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！因此，对于考生来说是很重要的，下面是对FRM真题的举例，希望对你有帮助！

Which of the following statements about the differences between market and operational value-at-risk at financial institutions are correct?

I. The distribution of operational risk events must include sufficient mass in the extreme tail, making an assumption of a lognormal distribution invalid.

II. The typical time horizon of market VaR calculations is 1 day, whereas the typical time horizon of operational VaR calculations is 1 year.

III. Since prices are sufficiently available for liquid assets at all times, the market risk of liquid assets can be modeled using continuous distributions, but the nature of operational risk events requires using discrete distributions.

IV. Market VaR requires a higher confidence level than operational VaR.

A) I, II, and III

B) I, II and IV

C) I, II, III and IV

D) III and IV

答案：A

解析：I. Correct. Low-Frequency, High Severity operational loss events imply that the distribution of operational loss events has sufficient mass in the extreme tail, so use of a lognormal distribution would be invalid. II. Correct. The typical time horizon of market VaR calculations is 1 day, whereas the typical time horizon of operational VaR calculations is 1 year. III. Correct. Since prices are sufficiently available for liquid assets at all times, the market risk of liquid assets can be modeled using continuous distributions, but the nature of operational risk events requires using discrete distributions. IV. Incorrect. The confidence level for any VaR is a parameter set by the user.

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！