【FRM每日一题】二级:巴塞尔协议?As a result of the new Basel standards, every bank must now calculate explicit capital charges to cover operational risk using one of three approaches: the basic indicator approach (BIA), the...
【FRM每日一题】一级:风险管理&定量?Regarding corporate risk governance, which of the following statements is not wrong...
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【FRM每日一题】一级:估值与风险模型
【FRM每日一题】一级:估值与风险模型?A manager bought 1,000 call options on a non-dividend-paying stock, with a strike price of USD 100, for USD 6 each. The current stock price is USD 104 with a daily stock return volatility of ...
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【FRM每日一题】二级:巴赛尔协议
【FRM每日一题】二级:巴赛尔协议?Banks have limits on how much Tier 2 and Tier 3 capital they can use to meet capital requirements. Assuming that capital is 8% of total risk weighted assets, which of the following asset allocations would be acceptable to meet the Basel II capital requirements...
【FRM每日一题】一级:金融市场与产品?Considering a company that uses derivatives to hedge foreign exchange risk, which of the choices below is the main advantage of futures contracts over forward contracts ...
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【FRM每日一题】一级:金融市场&估值
【FRM每日一题】一级:金融市场&估值?Assume that the forward rate of a 3-month EUR|USD foreign exchange contract is 1.1615 USD per EUR. What will the spot USD per EUR exchange rate be, while EUR LIBOR is 5% and USD LIBOR is 3%...
【FRM每日一题】一级:定量分析?ABC Fund has been in existence for two years. ABC Fund has a stated objective of controlling volatility as measured by the standard deviation of monthly returns. Its average...