真题展示!FRM考试题目是什么样的?FRM考试是金融风险管理师考试,设计了大量的金融计算,因此需要在备考过程中刷题,其中考试真题自然是很有含金量的一类题,看到有同学在问FRM真题有哪些?FRM学姐整理了FRM真题例题解析,下面一起来看看。
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一、FRM真题示例
Pillar 1 of the Basel II framework allows banks to use various approaches to calculate the capital requirements for credit risk,operational risk,and market risk.
Which of the following Basel II approaches allows a bank to explicitly recognize diversification benefits?
A)The basic indicator approach for operational risk
B)The standardized approach for market risk
C)The internal models approach for market risk
D)The standardized approach for operational risk
答案:C
解析:The internal models approach allows banks to use risk measures derived from their own internal risk management models,subject to a set of qualitative conditions and quantitative standards.In terms of risk aggregation within market risk using the internal models approach,banks are explicitly allowed to recognize empirical correlations across broad market risk categories,and,thus,diversification benefits.
The standardized approach for market risk,on the other hand,assigns capital separately to each of debt securities,equity securities,foreign exchange risk,commodity risk,and options without consideration for correlations between different types of instruments.Thus,C is correct and B is incorrect.Also,Aand D are incorrect because operational risk cannot be diversified.
真题展示!FRM考试题目是什么样的?
二、FRM习题值得做吗?
1、习题价值
对于FRM练习题,GARP官网上有这样的描述:FRM习题是基于FRM一级、二级考试部分试题的样本,这个完整的练习考试是考生在FRM考试中会看到的问题的代表。通过FRM习题我们可以对FRM考试题有进一步的了解。毕竟协会目前是不提供FRM考题的,因此这个题的价值就十分大了。
2、习题难度
关于FRM习题的难度很多人说无论是FRM一级还是二级习题都要比真实的FRM考试题要简单一点,但是作为协会提供的试题,也是我们考前必须做的。
3、其它习题
除了FRM习题,我们还可以做高顿FRM研究院老师为大家总结的得FRM考前测评题,FRM一二级常见易错题,FRM2022年模考题等等,这些都是质量比较高的习题,尤其是模考题,在学员和考生中广受欢迎。
高顿教育
以上就是全部内容,想要了解更多关于FRM相关政策,请访问【报考指南】栏目!一键轻松GET最新FRM报名、考试、证书获取等全面信息!FRM(金融风险管理师)考证新征程,高顿教育FRM陪您一起走过!