临近5月FRM考试，考生一定要在最后的时间里认真备考，尤其是需要做大量的真题。不仅能提升自己的做题速度，还能及时弥补不足。下面是小编列举的真题解析，送给备考的你！
Which of the following is true about the standardized measurement method for the calculation of market risk under Basel III?》》》点击领取2021年FRM备考资料大礼包（戳我免费领取）
A) Tier 3 capital is eligible to support market risks calculated by the standardized approah in Basel III
B) The capital charge is an arithmetic sum of charges across categories, including interest rate risk,equity position risk,foreign exchange fisk,commodities risk,and options risk
C) For trading portfolios, according to the Third Pillar disclosure requirements,the high,mean and low value at risk (VaR) values over the reporting period must be disclosed 》》》点击咨询FRM特惠课程
D) If an equities portfolio is both liquid and well-diversified, the capital charge for general market risk and specific risk is 4.0%
答案：B
解析：The capital charge is an arithmetic sum of charges across categories including interest rate risk, equity position risk, foreign exchange risk.commodities risk, and options risk.This is why a key criticism of the standardized approach is that it overcharges by ignoring the benefits of any diversification. In regard to (A), this is false: Basel III abolished Tier 3 capital In regard to (C), this is false: Third Pillar does requires these VaR disclosure, but for the internal models approach (IMA) as they would not be necessary under the standardized approach In regard to (D), this is false: Basel III eliminated this provision.【资料下载】点击下载GARP官方FRM二级练习题
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