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FRM真题练习很有必要,考生不容忽视!

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!FRM真题练习很有必要,考生不容忽视!》》》戳:各科视频讲义+历年真题+21年原版书(PDF版)免·费领取

下面是小编列举的真题解析,希望对你有所帮助:

Thrift Bank carries risk-weighted assets (RWA) of $40.0 billion. In regard to its eligible regulatory capital, the bank holds: $2.8 billion of Common Equity Tier 1 Capital (“Core Tier 1”) $0.2 billion ofAdditional Tier 1 Capital $1.4 billion of Tier 2 Capital (“Gone concern”) Does Thrift Bank meet the Basel III capital requirements?

A) No, because Tier 1 Capital is not at least 8.5%

B) No, because Total Capital is not at least 10.5%

C) Yes, because Tier 1 is at least 4.0%

D) Yes, because Tier 2 is at least 2.5%

答案:A 》》》点我咨询21年FRM备考技巧

解析:No, because Tier 1 Capital is not at least 8.5% Basel III requires Core Tier 1 (Common Equity) of 7.0%, Tier 1 of 8.5%, and Tobal Capital of 10.5%: Core Tier 1 (Common Equity) ratio of at least 7.0% = 4.5% + 2.5% Conservation Buffer.

Thrift Bank holds exactly sufficient Common Equity: 2.8/40.0 =7.0%. Tier 1 (Common Equity +Additional Tier 1) ratio of at least 8.5% = 6.0% Tier 1 + 2.5% Conservation buffer.Thrift Bank only holds Tier 1:3.0/40.0 = 7.5% Total Capital ratio of 10.5% = 8.0% total capital + 2.5% Conversation Buffer. Thrift Bank holds Total Capital:4.4/40.0 = 11.0% 【资料下载】[融跃财经]FRM一级ya题-pdf版

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