越是臨近考試，考生越要認真備考，尤其是作為金融界的FRM考試，因為有大量的計算題，并且是全英文考試，考生需要更加認真努力。在備考FRM的過程中，考生要做FRM真題嗎？

關于FRM真題，小編建議考生是必做的，尤其是近幾年的FRM考試試題，通過做練習題，考生能發現自己的不足，這樣可以在考試前彌補自己的不足。

下面是小編列舉的FRM真題，希望對備考的你有所幫助：

Saugatuck National Bank uses the internal model-based approach to set market risk capital as prescribed by the 1996Amendment to the 1988 Basel Accord. The bank has backtested its 99%, one-day VaRs against the actual losses over the last 250 trading days. Based on the results of the backtesting, the bank recorded 11 exceptions. Based on these results, the multiplicative factor (mc) in the model should be set:

A) Less than 3

B) Equal to 3

C) Between 3.1 and 3.9

D) Equal to 4

答案：D

解析：Saugatuck National Bank must compare the VaR calculated using its current method for each of the 250 trading days to the actual loss over the same period to determine the multiplicative factor. If the actual los is greater than the estimated loss,and exception is recorded. If, over the previous 250 days ,the number of exceptions is :

Less than 5, mc is usually set equal to three.

5,6,7,8,or 9,mc is set equal to 3.4,3.5,3.65,3.75,and 3.85,respectively.

Greater than 10,mc is set equal to four.

Therefore,with 11 exceptions recorded,mc should be set equal to four.【資料下載】[融躍財經]FRM一級ya題-pdf版

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