FRM考试内容有哪些?内附历年真题!金融风险管理师考试,也就是大家熟悉的FRM考试,由美国GARP协会主办,考试由两级构成,下面一起来看看FRM两级考试的内容吧!还给大家准备了FRM历年真题,供大家参考!
一、FRM考试内容汇总
FRM一级(共四门科目)
1、Foundations of Risk Management风险管理基础(大约占20%)
2、Quantitative Analysis定量分析(大约占20%)
3、Valuation and Risk Models估值与风险模型(大约占30%)
4、Financial Markets and Products金融市场与产品(大约占30%)
FRM二级(共六门科目)
1、Market Risk Measurement and Management市场风险计量和管理(大约占20%)
2、Credit Risk Measurement and Management信用风险计量和管理(大约占20%)
3、Operational and Integrated Risk Management操作风险与弹性(大约占20%)
4、Liquidity and Treasury Risk Measurement and Management流动性与资金风险计量和管理(大约占15%)
5、Risk Management and Investment Management风险管理和投资管理(大约占15%)
6、Current Issues in Financial Markets当期金融市场热点问题(大约占10%)
FRM考试内容有哪些二、FRM真题展示
Portfolio X’s required return is 0.05+0.9×(0.12-0.05)=11.3%.It is expected toreturn 13%.The portfolio has an expected excess return of 1.7%
Portfolio Y’s required return is 0.05+1.1×(0.12-0.05)=12.7%.It is expected toreturn 14%.The portfolio has an expected excess return of 1.3%.Since both portfolios are undervalued,the investor should sell the portfolio that offers
less excess return.Sell Portfolio Y because its excess return is less than that of PortfolioX.4.Peter Stone is considering buying a$100 face value,semi-annual couponbond with a quoted price of 105.19.His colleague points out that the bondistrading ex-coupon.Which of the following choices best represents what Stonewill pay for the bond?(保留)
A.$105.19 plus accrued interest.
B.$105.19.
C.$105.19 minus accrued interest.
D.$105.19 minus the coupon payment.
真题解析:
Answer:B
Since the bond is trading ex-coupon,the buyer will pay the seller the clean price,or
the price without accrued interest.So,Stone will pay the quoted price.The choice$105.19plus accrued interest represents the dirty price(also known as full price).This bond wouldbe said to trade cum-coupon.
高顿教育
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