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FRM真题解析,考生备考中不容错过!

说起在备考FRM中对于考生重要的事情,那就是对于FRM真题的练习了,尤其是近几年的FRM真题练习。下面是小编列举的相关真题解析,希望对备考的你有所帮助!

Which of the following statements regarding lending and counterparty risk is true?》》》戳:各科视频讲义+历年真题+21年原版书(PDF版)免·费领取

A) Counterparty risk is defined as the possibility that an obligator will default on an outstanding loan.

B) Lending risk is defined as the possibility that either party to a derivative transaction will fail to meet its obligations.

C) Counterparty risk is very different from and more complex than lending risk.

D) Counterparty risk and lending risk are the same.

答案:C

解析:Counterparty risk is very different from and more complex than lending risk. Counterparty risk is defined as the possibility that either party to a derivative transaction will fail to meet its obligations. Lending risk is defined as the possibility that an obligator will default on an outstanding loan.扫码预约

The risk that one of the parties will fail to meet its obligation to make payments in a swap agreement is called:

A) counterparty risk

B) operational risk

C) market risk

D) notional risk

答案:A

解析:Counterparty risk is the risk that party to an agreement will fail to make payments when due.

Which of the following derivatives has an potential future exposure peaks at maturity?

Ⅰ.FX forwards. 【资料下载】点击下载融跃教育FRM考试公式表

Ⅱ.Interest rate swaps.

Ⅲ.Currency swaps.

A) I only

B) II only

C) I and III

D) All of them

答案:C

解析:FX forwards and currency swaps both exchange large amount at maturity sothat has an potential future exposure peaks at maturity.

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