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FRM真题练习,备考的你要多做练习!

2022-03-27 09:32 作者:融跃CFA网校  | 我要投稿

FRM考试是全英文考试,并且还都是选择题,并且是有大量的计算题的。因此,对于真题的练习必不可少,尤其是近几年的FRM真题练习。备考中的你一定要多做练习!

下面是小编列举的相关真题,希望对备考的你有所帮助:

As a result of the new Basel standards, every bank must now calculate explicit capital charges to cover operational risk using one of three approaches: the basic indicator approach (BIA), the standardized approach (SA), and the advanced measurement approach (AMA). Which of the following statements are true with respect to these operational risk approaches?

I. In practice theAMAis the most stringent approach for operational risk.

II. The most popular method to satisfy theAMAis the loss distribution approach.

III. TheAMAallows a bank to build its own operational risk model and measurement system comparable to market risk standards.

IV. BIA is widely used in insurance and actuarial science.

A) II only.

B) III and IV.

C) II and III.

D) None are correct.

答案:C

解析: Statement I is incorrect. AMAis the most flexible method. Statement II is correct. The most popular method to satisfy theAMAis the loss distribution approach (LDA). Statement III is correct. TheAMAmethod allows a bank to build its own operational risk model and measurement system that is comparable to market risk standards. Statement IV is incorrect. LDAis widely used in insurance and actuarial science.

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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