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做大量的真题练习对于备考FRM有作用吗?

多练习对于参加任何考试的考生来说都是很重要的,能够从中发现自己的不足,及时找到补救的方法。有考生说,FRM考试都是选择题,那就没有必要做真题的练习了。因为感觉选择题是很简单的。那么。做大量的真题练习对于备考FRM有作用吗?》》》戳:各科视频讲义+历年真题+21年原版书(PDF版)免·费领取

做大量的FRM真题练习对于备考的考生是非 常重要的,虽然FRM考试都是选择题,但是计算题很多。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!

下面是小编列举的FRM真题解析,共备考的你作参考:》》》想了解更多21年FRM备考技巧的点我咨询

Which of the following flaws in Long-Term Capital Management’s (LTCM) value at risk (VaR) calculations were most evident following its collapse in 1998?

I. The calculated 10-day VaR period was too short.

II. The fund’s VaR model assumed strong positive correlation.

A) I only.

B) II only.

C) Both I and II.

D) Neither I nor II

答案:A【资料下载】点击下载融跃教育金融专业英语词汇大全.pdf

解析:LTCM’s collapse highlighted several flaws in its regulatory VaR calculations. The fund relied on a VaR model that:

(1) used a 10-day horizon, which proved to be too short to sufficiently model the time to raise new capital

(2) did not factor in liquidity risk (in other words, it assumed markets were perfectly liquid), and (3) did not incorporate correlation and volatility risks, where in fact markets exhibited strong

positive correlation during periods of stress in 1997 and 1998.

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