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FRM考试例题解析考生有必要看吗?

FRM考试例题解析考生有必要看吗?这是近几天考生咨询zui多的问题,关于答案小编想说的是当然有必要了,尤其是近几年的真题解析,下文是列举的相关真题解析,备考生看过来!

In managing model risk, risk managers should do all of the following expect:

A) Try to eliminate model risk.

B) Avoid adding complexity to a model unless there is a strong need.

C) Backtest and stress test models.

D) Check the sensitivity of a model’s performance to changes in key assumptions.

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答案:A

解析:Model risk cannot be eliminated.Arisk manager can protect against some of the adverse consequences of model risk by becoming aware of the limitations of a model and applying it only to situations for which it is appropriate.

One would generally expect model risk to be least for a model that prices:

A) put options

B) Treasury bonds

C) callable corporate bonds

D) barrier options

答案:B

解析:Less model risk is expected when pricing less complex securities.

Which of the following accords first required banks to hold capital for operational risk?

A) Basel I.

B) The 1996Amendment to Basel I.

C) Basel II.

D) Solvency II.

答案:C

解析:Basel II requires banks to maintain capital for operational risks. Banks can use three methods to measure operational risk. They are the basic indicator approach, the standardized approach, and the advanced measurement approach .

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