在備考FRM考試的后期，考生一定要做大量的真題練習(xí)，這對于順利通過考試是很有幫助的。FRM真題是歷年FRM考試的題目，是FRM考試的重難點(diǎn)地方，因此建議考生在考前能夠進(jìn)行至少三套真題的練習(xí)，并對真題的知識點(diǎn)進(jìn)行總結(jié)，幫助自己進(jìn)行提升！》》》戳：各科視頻講義+歷年真題+21年原版書（PDF版）免·費(fèi)領(lǐng)取

下面是融躍FRM小編為大家列舉的FRM真題，備考的你了解一下：

Gamma Investments, LLC (Gamma) uses monthly model vetting to mitigate potential model risk. Gamma’s managers recently accepted the use of a model for valuing short-term option on 30-year corporate bonds, but rejected the same model to value short-term options on three-year government bonds. The managers also frequently test proposed analytical models against a simulation approach. These model vetting techniques are examples of which of the following vetting phases? Accepting/rejecting a model Testing models against simulation

掃碼預(yù)約

A) Health check of the model Stress testing

B) Soundness of a model Stress testing.

C) Health check of the model Benchmark modeling

D) Soundness of a model Benchmark modeling

答案：D【資料下載】[融躍財(cái)經(jīng)]FRM一級ya題-pdf版

解析：Accepting the model for one use but rejecting it for another (inappropriate) use is an example of vetting the soundness of the model. In other words, the model vetter (in this case the risk manager) should ensure that the mathematical model reasonably represents the asset being valued. Testing a proposed analytical model against a simulation approach or a numerical approximation technique is an example of benchmark modeling. Health check of the model ensures that the model contains all of the necessary properties. Stress testing a model uses simulations to check the model’s reaction to different situations.

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