FRM考试题型都是选择题。FRM一级考试包含100道四选一的单项选择题,而FRM二级考试包含80道四选一的单项选择题。这些考试均采用机考(CBT)模式进行,每部分考试时间为4小时。
FRM考试内容和题型
FRM一级考试:
题型:全部为单项选择题。FRM一级考试共包含100道选择题,考生需在4小时内完成所有题目。
特点:考试内容广泛,涉及风险管理的基础知识和基本技能。题目阅读量较大,且计算量逐年增加,对考生的阅读速度和计算能力提出了较高要求。考试科目包含风险管理基础、定量分析、估值与风险模型、金融市场与产品。
FRM一级例题:
Which of the following statements about risk is FALSE?
A.The market portfolio consists only of systematic risk
B.Total risk = systematic risk - unsystematic risk
C.Unsystematic risk is diversifiable risk
D.Systematic risk is undiversifiable risk
答案:B
解析:Total risk = systematic risk + unsystematic risk
FRM二级考试:
题型:同样全部为单项选择题。FRM二级考试共有80道选择题,考试时间同样是4小时。
特点:相比一级考试,二级考试更注重考生对风险管理理论的实际应用能力,题目难度有所提升,要求考生具备更为全面的风险管理知识体系。考试科目包含市场风险计量和管理、信用风险计量和管理、操作风险和弹性、流动性和资金风险计量和管理、风险管理和投资管理、当期金融市场热点问题。
FRM二级例题:
Which of the following items is not one of the advantages of non-parametric simulation methods?
A.Data that requires adjustments is often readily available.
B.Intuitive and often computationally simple.
C.Not hindered by parametric violations of skewness.
D.Can accommodate more complex analysis.
答案:A
解析: An advantage of non-parametric methods is that data is often readily available and does not require adjustments (e.g.,financialstatements adjustments).
