金融風(fēng)險管理師(FRM)是領(lǐng)先的全球風(fēng)險管理領(lǐng)域國際資格認(rèn)證,由全球風(fēng)險管理專業(yè)人士協(xié)會(Global Association of Risk
Professionals ,GARP)設(shè)立。FRM在國內(nèi)是人力資源和社會保障部國外職業(yè)資格證書注冊項(xiàng)目。
FRM二級信用風(fēng)險真題解析default,lending and counterparty risk?【題目 1】Suppose a creditor makes a $4 million loan to company X and a $4 million loan to company Y.
FRM一級估值與風(fēng)險模型例題解析?An analyst is pricing a 2-year European put option on a non-dividend-paying stock busing a binomial tree with two time steps of one year each.
FRM一級數(shù)量分析例題解析linear regression,Bob, FRM and Joy, FRM are planning to do a regression analysis. They discuss specifying the stock return equation they wish to estimate.
FRM一級風(fēng)險管理基礎(chǔ)例題解析stocks valued,If the risk-free rate is 8 % and the risk-premium on the market is 7%,are Stock A and Stock C undervalued, properly valued, or overvalued,according to the security market line (SML)?