臨近5月FRM考試，考生一定要在最后的時間里認真備考，尤其是需要做大量的真題。不僅能提升自己的做題速度，還能及時彌補不足。下面是小編列舉的真題解析，送給備考的你！

Which of the following is true about the standardized measurement method for the calculation of market risk under Basel III?

A) Tier 3 capital is eligible to support market risks calculated by the standardized approah in Basel III

B) The capital charge is an arithmetic sum of charges across categories, including interest rate risk,equity position risk,foreign exchange fisk,commodities risk,and options risk

C) For trading portfolios, according to the Third Pillar disclosure requirements,the high,mean and low value at risk (VaR) values over the reporting period must be disclosed

D) If an equities portfolio is both liquid and well-diversified, the capital charge for general market risk and specific risk is 4.0%

答案：B

解析：The capital charge is an arithmetic sum of charges across categories including interest rate risk, equity position risk, foreign exchange risk.commodities risk, and options risk.This is why a key criticism of the standardized approach is that it overcharges by ignoring the benefits of any diversification. In regard to (A), this is false: Basel III abolished Tier 3 capital In regard to (C), this is false: Third Pillar does requires these VaR disclosure, but for the internal models approach (IMA) as they would not be necessary under the standardized approach In regard to (D), this is false: Basel III eliminated this provision.【資料下載】點擊下載GARP官方FRM二級練習題

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