Which of the following statements regarding a banking credit analyst’s skills is most likely correct...
备考FRM二级
【FRM每日一题】一级:估值与风险模型
Consider two portfolios. One with USD 100 million credit exposure to a single B-rated counterparty. The second with Euro 100 million on credit exposure split evenly between 50 B-rated counterparties...
备考FRM一级
【FRM每日一题】二级:操作风险测量与管理(二)
【FRM每日一题】二级:操作风险测量与管理?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...
Johanna Roberto collected a data set of 1,000 daily observation on equity returns. She is concerned about the appropriateness of using parametric techn...
In June, a fund manager with USD 10 million invested in government bonds concerns that interest rates will be highly volatile during the next three months...
备考FRM一级
【FRM每日一题】一级:金融市场与产品
【FRM每日一题】一级:金融市场与产品? The continuously compounded 10-year spot rate is 5% and the 9-year spot rate is 4.8%. The 1-year forward rate nine years from now is closest to...