報(bào)名FRM考試后,考生就需要認(rèn)真?zhèn)淇?,制定相關(guān)的學(xué)習(xí)計(jì)劃。另外真題的練習(xí)也是十分重要的,2022年FRM真題解析哪里有?

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In modeling extreme values using the generalized extreme value (GEV) distribution, cases where the tail index parameter is less than zero:

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A) Cannot be modeled, and they are usually not of interest in financial risk management.

B) Can be modeled, but they are usually not of interest in financial risk management.

C) Can be modeled, and they are usually of the most interest in financial risk management.

D) Cannot be modeled, but would be of interest in financial risk management if they could be modeled.

答案:B

解析:The case where the tail parameter in a generalized extreme value distribution is less than zero, ξ< 0, can be modeled. However, they would be thin-tailed distributions, which are usually not part of financial risk modeling.

Which of the following internal controls does not effectively reduce operational risk?

A) Separation of trading from accounting and data entry

B) Automated reminders of payments required and contract expirations

C) Amultitude of users can modify trade tickets so that errors may be quickly corrected

D) Reconciling results from different systems to ensure data integrity

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答案:C

解析:Proper practice limits the amount of people who can change trade tickets and what information can be changed once a ticket is written. Double checking work, separating duties, and automatic reminders all help lower operational risk.

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