备考FRM考试，哪里有FRM真题可以练习？

备考FRM考试，FRM真题是必不可少的，考生在备考中一定要做大量的历年真题。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！哪里有FRM真题可以练习？

下面是小编列举的一个例题，先来看看吧！

Which of the following about the most common distribution used for peaks-over-threshold is false?

I. The distribution requires a threshold, shape, and scaling parameter.

II. The distribution of these extreme values follows the GEV distribution.

III. The distribution produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reached the extreme tail.

IV. The distribution provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

A) I and II

B) II only

C) III and IV

D) IV only

答案：B

解析：GPD requires a threshold, shape, and scaling parameter. The distribution of these extreme values follows the GPD. GPD produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reaches the extreme tail. GPD provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

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！