FRM習(xí)題，備考中一定要加練習(xí)！

現(xiàn)在考生報(bào)名5月FRM考試后，就需要認(rèn)真?zhèn)淇剂?，在備考中千萬(wàn)別忘記對(duì)FRM習(xí)題的練習(xí)！下面是列舉的相關(guān)習(xí)題，希望對(duì)你有所幫助！

Within the framework of risk analysis, which of the following choices would be considered most critical when looking at risks within financial institutions?

》》》2022年新版FRM一二級(jí)內(nèi)部資料免·費(fèi)領(lǐng)?。　揪A版】

A) Computing separate capital requirements for a bank’s trading and banking books.

B) Proper analysis of stressed VaR.

C) Persistent use of backtesting.

D) Consideration of interactions among risk factors.

答案：D

解析：Aunified approach is not used within the Basel framework, so the interaction among various risk factors is not considered when computing capital requirements for market, credit and operational risk; however, these interactions should be considered due to risk diversification.

Which of the following procedures is essential in validating the VaR estimates:

A) Stress Testing

B) ScenarioAnalysis

C) Back Testing

D) Once approved by regulators no further validation is required

答案：C

解析：Backtesting is an important part of VaR model validation. Backtesting involves comparing the number of instances when the actual profit/loss exceeds the VaR level (called exceptions) with the number predicted by the model at the chosen level of confidence.

The process of comparing losses predicted by a VaR model to those actually

experienced over the test period is called:

A) Validation.

B) Authentication.

C) Verification.

D) Backtesting.

答案：D

解析：Backtesting is the process of comparing losses predicted by a VaR model to those actually experienced over the testing period.

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