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？

小编建议选择融跃FRM题库，里面有大量的FRM真题练习，能够满足考生备考的需求。点击了解详情！

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.》》》戳：各科视频讲义+历年真题+21年原版书（PDF版）免·费领取

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【资料下载】FRM一级思维导图PDF版

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.

今天关于FRM真题内容就分享这么多，学员如果还有更多的内容想要学习，可以在线咨询老师或者添加老师微信（rongyuejiaoyu）。