备考FRM考试，FRM真题必不可少！

在备考FRM考试的后期，考生一定要做大量的真题练习，这对于顺利通过考试是很有帮助的。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！》》》戳：各科视频讲义+历年真题+21年原版书（PDF版）免·费领取

下面是融跃FRM小编为大家列举的FRM真题，备考的你了解一下：

Gamma Investments, LLC (Gamma) uses monthly model vetting to mitigate potential model risk. Gamma’s managers recently accepted the use of a model for valuing short-term option on 30-year corporate bonds, but rejected the same model to value short-term options on three-year government bonds. The managers also frequently test proposed analytical models against a simulation approach. These model vetting techniques are examples of which of the following vetting phases? Accepting/rejecting a model Testing models against simulation

A) Health check of the model Stress testing

B) Soundness of a model Stress testing.

C) Health check of the model Benchmark modeling

D) Soundness of a model Benchmark modeling

答案：D【资料下载】[融跃财经]FRM一级ya题-pdf版

解析：Accepting the model for one use but rejecting it for another (inappropriate) use is an example of vetting the soundness of the model. In other words, the model vetter (in this case the risk manager) should ensure that the mathematical model reasonably represents the asset being valued. Testing a proposed analytical model against a simulation approach or a numerical approximation technique is an example of benchmark modeling. Health check of the model ensures that the model contains all of the necessary properties. Stress testing a model uses simulations to check the model’s reaction to different situations.

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