?FRM考試題型都是選擇題。?FRM一級考試包含100道四選一的單項選擇題,而FRM二級考試包含80道四選一的單項選擇題。這些考試均采用機考(CBT)模式進行,每部分考試時間為4小時。

frm考試題型

FRM考試內(nèi)容和題型

FRM一級考試:

題型:全部為單項選擇題。FRM一級考試共包含100道選擇題,考生需在4小時內(nèi)完成所有題目。

特點:考試內(nèi)容廣泛,涉及風(fēng)險管理的基礎(chǔ)知識和基本技能。題目閱讀量較大,且計算量逐年增加,對考生的閱讀速度和計算能力提出了較高要求??荚嚳颇堪L(fēng)險管理基礎(chǔ)、定量分析、估值與風(fēng)險模型、金融市場與產(chǎn)品。

FRM一級例題:

Which of the following statements about risk is FALSE?

A.The market portfolio consists only of systematic risk

B.Total risk = systematic risk - unsystematic risk

C.Unsystematic risk is diversifiable risk

D.Systematic risk is undiversifiable risk

答案:B

解析:Total risk = systematic risk + unsystematic risk

FRM二級考試:

題型:同樣全部為單項選擇題。FRM二級考試共有80道選擇題,考試時間同樣是4小時。

特點:相比一級考試,二級考試更注重考生對風(fēng)險管理理論的實際應(yīng)用能力,題目難度有所提升,要求考生具備更為全面的風(fēng)險管理知識體系??荚嚳颇堪袌鲲L(fēng)險計量和管理、信用風(fēng)險計量和管理、操作風(fēng)險和彈性、流動性和資金風(fēng)險計量和管理、風(fēng)險管理和投資管理、?當(dāng)期金融市場熱點問題。

FRM二級例題:

Which of the following items is not one of the advantages of non-parametric simulation methods?

A.Data that requires adjustments is often readily available.

B.Intuitive and often computationally simple.

C.Not hindered by parametric violations of skewness.

D.Can accommodate more complex analysis.

答案:A

解析: An advantage of non-parametric methods is that data is often readily available and does not require adjustments (e.g.,financialstatements adjustments).