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的知識點。另外，想要順利通過考試，考生還需要借助相關的學習資料和網課。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。

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.

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]FRM一級ya題-pdf版

解析：Confidence level is 99.9%. Securitizations are subject to the banking book capital requirements.

如果想要獲得更多關于FRM考試的真題解析，點擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！