很多FRM學(xué)員還不知道FRM真題的重要性,考前進行FRM真題練習(xí)有效果嗎?FRM考試中真題練習(xí)真的重要嗎?今天融躍小編給大家?guī)鞦RM真題每日一練!

FRM真題是歷年FRM考試的題目,是FRM考試的重難點地方,因此建議考生在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),幫助自己進行提升!。》》》戳:各科視頻講義+歷年真題+21年原版書(PDF版)免·費領(lǐng)取

Which of the following correctly describe the similarities between Operational VaR and Market VaR?

I. Both VARs, when used for regulatory capital measurement, need to be

validated against actual loss experience

II. Both are built on data (market prices for Market VaR and operational loss data

for Operational VaR) that is readily available【資料下載】點擊下載融躍教育FRM二級學(xué)習(xí)計劃

III. Both are modeled based on a normal distribution

IV. Extreme Value Theory can be used to model extreme losses at the tail of the

distribution for both Operational and Market VaR.

A) I and IV

B) I, II and III

C) I, II and IV

D) II, III and IV

答案:A

解析:I and IV are correct comparisons. II is not a correct comparison. While market risk data is readily available, operational losses (especially extreme operational losses) data are relatively sparse and pose significant difficulty for operational VaR modeling.

III is not a correct comparison. Other statistical distributions also are in use for modeling VaR. E.g. an Operational VaR can be derived from convolution of a frequency distribution (e.g. Poisson distribution) and a severity distribution (e.g. lognormal distribution).

FRM真題很關(guān)鍵,融躍小編給FRM考生進行真題練習(xí),幫助考生更好的把握考點,同時對自己進行檢驗,若是出現(xiàn)不會的地方,還有及時彌補的時間。

以上是【FRM考試中真題練習(xí)真的很重要嗎?FRM真題每日一練!】的全部解答,如果想要學(xué)習(xí)更多關(guān)于【FRM】的知識,歡迎大家持續(xù)關(guān)注融躍教育FRM官網(wǎng)!