發布時間:2020-12-15 09:18編輯:融躍教育FRM
現在5月FRM考試早鳥價報名中,報名后,考生除了要認真學習網課,還需要做大量的真題,這對于通過考試是很有幫助的,下面是小編列舉的相關真題,送給廣大考生!
Which of the following risks are not related to operational risk?
A) Errors in trade entry
B) Fluctuation in market prices
C) Errors in preparing MasterAgreement
D) Late confirmation
答案:B
解析:Operational risks arise from human and technological errors or accidents associated with running a business. Operational risks pertain to losses due to inadequate systems, management and human errors, faulty controls, and fraud. Market price volatility is a market risk.
The difference between bottom-up methods for measuring operational risk and top-down methods for measuring operational risk is that bottom-up methods focus on:
A) Loss causes rather than just loss indicators.
B) Quantitative rather than qualitative measures of risk.
C) Loss indicators rather than just loss causes.
D) Qualitative rather than quantitative measures of risk.
答案:A
解析: The bottom-up difference is that the focus is on loss causes rather than just loss indicators. Bottom-up operational risk measures may be either quantitative or qualitative.
Capital is used to protect the bank from which of the following risks:
A) Risks with an extreme financial impact.
B) High frequency low loss events.
C) Low frequency risks with significant financial impact.
D) High frequency uncorrelated events.
答案:C
解析: Low-frequency, high-severity risks will create the largest unexpected losses and, therefore, require risk capital to prevent losses.
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