FRM

【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%...

你知道2015年FRM考试的形式跟内容吗？FRM PartI有100道单选题，PartII有80道。实际考题数目可能有极微小的变动。每个Part的考试均为4个小时。PartI将于上午举行，PartII将于下午举行。FRM考试是一次性全英文笔试，全部是标准化试题...

【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...

【FRM每日一题】二级：操作风险测量与管理？The members of the board of directors should have which of the following responsibilities related to risk management...

【FRM每日一题】一级：定量分析（3）For currency swap, the majority of the exposure results from the uncertainty regarding the final notional value payment associated with FX rate risk...

【FRM每日一题】二级：风险管理与投资管理（1）Quadratic programming allows for risk control through parameter estimation but generally requires many more inputs estimated from market data than other methods require...

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...

The Merton model and the Moody’s KMV model use different approaches to determine the probability of default. Which of the following is consistent with Moody’s KMV model...

An empirical distribution with a fat right tail generates a higher implied volatility for higher strike prices due to the increased probability of observing high underlying asset prices...

本票是指由出票人签发的，承诺自己在见票时无条件支付确定的金额给收款人或者持票人的票据。本票的出票人可以是银行，也可以是企业，可以分为银行本票和商业本票两种，目前在我国使用的是银行本票。本票可以背书转让...

FRM培训班哪里好？在高度发达的网络环境下，培训机构在通过率、名师、真题等宣传上几无差异，FRM考生已经很难直观判断培训机构的优劣。金程教育提醒FRM考生选择培训机构需具备以下几点...

The correlation of returns between Stocks A and B is 0.60. The covariance between these two Securities is 0.0043, and the standard deviation of the return of Stock B is 26%. The variance of returns for Stock A is...

FRM公式怎么记？很多同学觉得各种FRM公式组合记忆起来很混乱，这里给大家简单总结下方法...

A return series with 350 observations has a sample mean of 30% and a standard deviation of 25%. The standard error of the sample mean is closest to...

2015年11月FRM考试报名已于2015年5月1日起开启，首批报名截止时间为2015年7月31日，请备战2015年FRM考试的考生及早做好准备，早日报名，节约考试成本。那么。2015年FRM考试科目有哪些？是否有变化？是很多考生关注的重点之一，根据GARP协会最新考纲，FRM一级、二级考试科目如下.