FRM真題是歷年考試的題目，是FRM考試的重難點地方，因此建議考生在臨考前能夠進行至少三套真題的練習(xí)，并對真題的知識點進行總結(jié)，這樣對于自己通 關(guān)考試是很有幫助的！

When selecting among credit models, which of the following factors is least important?

》》》2022年新版FRM一二級內(nèi)部資料免·費領(lǐng)?。　揪A版】

點擊領(lǐng)取

A) How easy the models are to understand.

B) How robust the models are when new data are added into the analysis.

C) That the model’s parameter estimates are linear.

D) The time to calibrate and recalibrate the model.

答案：C

解析：It is important for models to be understandable, robust and able to be recalibrated. Models do not have to be linear.

Which of the following model(s) calculates the change in portfolio value due to rating migration of the underlying instruments?

A) Credit Risk

B) Credit Metrics

C) KMV

D) Both a and c above are true

答案：B

解析：CreditMetrics calculates the change in portfolio value due to credit migration of the underlying bond(s) (e.g. change in credit spread).

Each of the following is true except:

A) At any point in time, effective EE cannot be less than EE掃碼咨詢，立享優(yōu)惠

B) (effective) EPE is average (effective) EE over time

C) Effective EPE cannot be less than EPE

D) For each point in time, there is a different maximum PFE such that maximum

PFE does not represent a single value

答案：D

解析：Maximum PFE is a single value. Maximum PFE simply represents the highest (peak) PFE value over a given time interval.

今天的分享就到這里，如果對2022年FRM備考、課程需求、資料等還有需要或不清楚的問題添加老師微信rongyuejiaoyu。