FRM考試真題練習對于考生重要嗎？這是近幾天收到考生問的最多的問題，關于這個答案，小編告訴你，關于真題的練習是很有必要的，尤其是考試沖刺階段，一定要多做近幾年的真題練習！下面是小編列舉的相關真題，希望對你有所幫助！

Under the basic indicator approach (BIA), what is Alpha Bank's capital charge if it has revenues of $100 million, $150 million, and $200 million in the first three years?

A) $22.0 million.

B) $22.5 million.

C) $23.0 million.

D) $23.5 million.

答案：B

解析：The BIA is based on 15% of the bank’s annual gross income over a three-year period and is computed as follows: KBIA=(100+150+200)/3x0.15=$22.5milllion

In setting the threshold in the POT approach, which of the following statements is the most accurate? Setting the threshold relatively high makes the model:

A) Less applicable but increases the number of observations in the modeling procedure.

B) Less applicable and decreases the number of observations in the modeling procedure.

C) More applicable but decreases the number of observations in the modeling procedure.

D) More applicable but increases the number of observations in the modeling procedure.

答案：C

解析：There is a trade-off in setting the threshold. It must be high enough for the appropriate theorems to hold, but if set too high; there will not be enough observations to estimate the parameters.

The peaks-over-threshold approach generally requires:

A) More estimated parameters than the GEV approach and shares one parameter with the GEV

B) Fewer estimated parameters than the GEV approach and shares one parameter with the GEV

C) More estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

D) Fewer estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

答案：B

解析：The POT approach generally has fewer parameters, but both POT and GEV approaches share the shape parameterξ. Typical financial data haveξ>0, which implies fat tails.

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