發布時間:2021-05-27 08:57編輯:融躍教育FRM
在備考FRM的過程中,做大量的真題練習是很有必要的。下文是小編列舉的相關FRM練習題解析,備考生看過來!
Which of the following statements regarding the risk appetite framework (RAF) is correct?
A) The RAF represents the firm’s core risk strategy.
B) The RAF should be amended to take advantage of all profitable opportunities.
C) The RAF focuses on which risks the firm is willing to take and under what conditions.
D) The RAF begins with the risk appetite statement that contains many elements, including examining the composition of the income statement.
答案:A
解析:The RAF represents the firm’s core risk strategy. The RAF does not necessarily need to be amended every time there is a profitable opportunity; doing so would cause the RAF to loss its value. The RAF also focuses on which risks the firm is unwilling to take. The risk appetite statement would not likely include an examination of the composition of the income statement; it would more likely be the balance sheet (i.e.,debt, equity).
Which of the following dimensions refers to the problem of insufficient data?
A) Uniqueness
B) Completeness
C) Consistency
D) Reasonable
答案:B
解析: Completeness refers to the extent to which the expected attributes of data are provided.
In modeling a distribution, the usual practice is to assign an equal weight to all data points. Exceptions to this practice include all of the following except:
A) When using old losses.
B) When using split losses.
C) When modeling the frequency distribution
D) When using external losses.
答案:C
解析:Split losses are loss events that cannot be assigned to a single cell. Old losses should receive a lower weight. External data and scenarios may require scaling because of inherent biases from reporting practices.
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