發(fā)布時間:2021-05-17 09:18編輯:融躍教育FRM
FRM考試是全英文考試,并且都是選擇題的形式,因此,考生在備考中需要掌握相關(guān)的知識點。另外,想要順利通過考試,考生還需要借助相關(guān)的學(xué)習資料和網(wǎng)課。近日,也有考生咨詢,馬上要考試了,自己還需不需要做FRM真題練習?
關(guān)于FRM真題練習,越是臨近考試,越是很有必要的,考生一定要重視起來。尤其是近幾年的FRM真題練習。》》》戳:免·費領(lǐng)取FRM各科視頻講義+歷年真題+21年原版書(PDF版)
In the latest guidelines for computing capital for incremental risk in the trading book, the incremental risk charge (IRC) addresses a number of perceived shortcomings in the 99 %/10-day VaR framework. Which of the following statements about the IRC are correct?
I. For all IRC-covered positions, the IRC model must measure losses due to default and migration over a one-year horizon at a 99% confidence level.
II. Abank can incorporate into its IRC model any securitization positions that hedge underlying credit instruments held in the trading account.》》》點我咨詢21年FRM備考技巧
III. Abank must calculate the IRC measure at least weekly, or more frequently as directed by its supervisor.
IV. The incremental risk capital charge is the maximum of (1) the average of the IRC measures over 12 weeks and (2) the most recent IRC measure.
A) I and II
B) III and IV
C) I, II, and III
D) II, III, and IV
答案:B【資料下載】[融躍財經(jīng)]FRM一級ya題-pdf版
解析:Confidence level is 99.9%. Securitizations are subject to the banking book capital requirements.
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