發布時間:2020-05-19 09:28編輯:融躍教育FRM
FRM考試是全英文考試,并且還都是選擇題,并且是有大量的計算題的。因此,對于真題的練習必不可少,尤其是近幾年的FRM真題練習。備考中的你一定要多做練習!
下面是小編列舉的相關真題,希望對備考的你有所幫助:
As a result of the new Basel standards, every bank must now calculate explicit capital charges to cover operational risk using one of three approaches: the basic indicator approach (BIA), the standardized approach (SA), and the advanced measurement approach (AMA). Which of the following statements are true with respect to these operational risk approaches?
I. In practice theAMAis the most stringent approach for operational risk.
II. The most popular method to satisfy theAMAis the loss distribution approach.
III. TheAMAallows a bank to build its own operational risk model and measurement system comparable to market risk standards.
IV. BIA is widely used in insurance and actuarial science.
A) II only.
B) III and IV.
C) II and III.
D) None are correct.
解析: Statement I is incorrect. AMAis the most flexible method. Statement II is correct. The most popular method to satisfy theAMAis the loss distribution approach (LDA). Statement III is correct. TheAMAmethod allows a bank to build its own operational risk model and measurement system that is comparable to market risk standards. Statement IV is incorrect. LDAis widely used in insurance and actuarial science.
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