2022年新版FRM备考资料下载
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FRM真题练习需要做的有哪些?

FRM真题练习备考生是一定要做的,尤其是临近FRM考试冲刺阶段,那么FRM真题练习需要做的有哪些?下文是解析!

The role of senior managers in managing model risk includes all of the following except

E) Becoming expert modelers.

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F) Establishing an organizational framework that implements sound risk management procedures.

G) Questioning model features.

H) Understanding the fundamentals of model risk.

答案:A

解析: Senior managers need not be expert modelers, but they do need to understand

the fundamentals of model risk so that they can ask the right questions and implement

sound risk management procedures.

The Basel Committee recommends that banks use a set of early warning indicators in order to identify emerging risks and potential vulnerabilities in their liquidity position. Which of the following is an early warning indicator of a potential liquidity problem?

A) Credit rating upgrade.

B) Increased asset diversification.

C) Rapid growth in the leverage ratio with significant dependence on short-term repo financing.

D) Positive publicity.

答案:C

解析: Rapid asset growth is an early warning of a potential liquidity problem. Positive publicity, credit rating upgrade, and increased asset diversification are all not early warnings of a potential liquidity problem.扫码立即抢购

In contrast to general collateral (GC) repo rates, which of the following is true about special repo rates?

A) Special rates are typically less than general collateral rates.

B) If the counterparty’s primary motivation is to lend cash rather than borrow a security, the special rate applies.

C) Special rates are well-suited to repo investors who are looking to obtain the highest rate for the collateral they are willing to accept.

D) The most commonly cited special rates are for overnight repos where any U.S. Treasury collateral is acceptable.

答案:A

解析:Repo trades can be divided into those using general collateral (GC) and those using special collateral or specials. In the former, the lender of cash is willing to take any particular security, although the broad categories of acceptable securities might be specified with some precision. In specials trading, the lender of cash initiates the repo in order to take possession of a particular security.

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