FRM考试中真题练习真的很重要吗？

很多FRM学员还不知道FRM真题的重要性，考前进行FRM真题练习有效果吗？FRM考试中真题练习真的重要吗？今天融跃小编给大家带来FRM真题每日一练！

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！

Which of the following correctly describe the similarities between  Operational VaR and Market VaR？

I. Both VARs, when used for regulatory capital measurement, need to be  validated against actual loss experience

II. Both are built on data (market prices for Market VaR and operational loss  data for Operational VaR) that is readily available

III. Both are modeled based on a normal distribution

IV. Extreme Value Theory can be used to model extreme losses at the tail of  the

distribution for both Operational and Market VaR.

A) I and IV

B) I, II and III

C) I, II and IV

D) II, III and IV

答案：A

解析：I and IV are correct comparisons. II is not a correct comparison. While  market risk data is readily available, operational losses (especially extreme  operational losses) data are relatively sparse and pose significant difficulty  for operational VaR modeling.

III is not a correct comparison. Other statistical distributions also are in  use for modeling VaR. E.g. an Operational VaR can be derived from convolution of  a frequency distribution (e.g. Poisson distribution) and a severity distribution  (e.g. lognormal distribution).

FRM真题很关键，融跃小编给FRM考生进行真题练习，帮助考生更好的把握考点，同时对自己进行检验，若是出现不会的地方，还有及时弥补的时间。

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！