距离FRM考试还有

备考FRM考试,考生要做FRM真题吗?

发布时间:2021-04-27

编辑:融跃教育

新版FRM备考资料下载
  • 考纲对比
  • 学习计划
  • 思维导图
  • 复习资料
  • 历年真题
  • 词典及公式

越是临近考试,考生越要认真备考,尤其是作为金融界的FRM考试,因为有大量的计算题,并且是全英文考试,考生需要更加认真努力。在备考FRM的过程中,考生要做FRM真题吗?

关于FRM真题,小编建议考生是必做的,尤其是近几年的FRM考试试题,通过做练习题,考生能发现自己的不足,这样可以在考试前弥补自己的不足。》》》点击领取2021年FRM备考资料大礼包(戳我免费领取)

下面是小编列举的FRM真题,希望对备考的你有所帮助:

Saugatuck National Bank uses the internal model-based approach to set market risk capital as prescribed by the 1996Amendment to the 1988 Basel Accord. The bank has backtested its 99%, one-day VaRs against the actual losses over the last 250 trading days. Based on the results of the backtesting, the bank recorded 11 exceptions. Based on these results, the multiplicative factor (mc) in the model should be set:》》》点我咨询21年FRM备考技巧

A) Less than 3

B) Equal to 3

C) Between 3.1 and 3.9

D) Equal to 4

答案:D

解析:Saugatuck National Bank must compare the VaR calculated using its current method for each of the 250 trading days to the actual loss over the same period to determine the multiplicative factor. If the actual los is greater than the estimated loss,and exception is recorded. If, over the previous 250 days ,the number of exceptions is :

Less than 5, mc is usually set equal to three.

5,6,7,8,or 9,mc is set equal to 3.4,3.5,3.65,3.75,and 3.85,respectively.

Greater than 10,mc is set equal to four.

Therefore,with 11 exceptions recorded,mc should be set equal to four.【资料下载】[融跃财经]FRM一级ya题-pdf版

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