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FRM考试中FRM真题练习有例题解析吗？

在备考FRM考试中，FRM真题练习对于每一个考生来说都是很重要的，考生一定要做近几年的真题练习。那么，FRM考试中FRM真题练习有例题解析吗？看下文小编列举的相关内容！

1、Recovery rates generally depend on business model of the counterparty and its asset value and size. Which of the following types of counterparty will have the highest RR?

A) Ahedge fund.

B) An internet merchant.>>>点击领取2021年FRM备考资料大礼包（戳我免·费领取）

C) An asset-intensive manufacturing company.

D) Acommodities trader.

答案：C

解析：An asset-intensive manufacturing company will have the highest RR.

2、Jemis Fund Management Inc. (Jemis) is a mutual fund company that frequently trades interest rate swaps. One of the swaps currently outstanding has a net present value (NPV) of $2 million in Jemis’favor.According to Jemis, the $2 million represents its potential loss in the event of the counterparty’s default. Which of the following terms best describes this amount?

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A) Exposure at default.【资料下载】[融跃财经]FRM一级ya题-pdf版

B) Recovery.

C) Expected loss.

D) Loss given default.

答案：A

解析：Exposure at default is the potential amount lenders would lose in the event of a borrower’s default. Exposure for interest rate swaps is the NPV of the swap. Loss given default (LGD) is the amount of creditor loss in the event that a default does occur, and is calculated as the exposure less recovery. The fraction of exposure not lost at default is recovery. Expected loss is the expected value of the credit loss, and is a factor of the probability of default and LGD.

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