【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...
备考FRM二级
【FRM每日一题】一级:定量分析(3)
【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...
备考FRM一级
【FRM每日一题】二级:风险管理与投资管理(1)
【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...
备考FRM二级
【FRM每日一题】二级:巴塞尔协议(1)
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...
备考FRM二级
【FRM每日一题】二级:信用风险测量与管理(1)
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...
备考FRM二级
【FRM每日一题】二级:市场风险测量与管理(1)
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...
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...
备考FRM一级
妙记FRM那些磨人的公式,你值得学会!
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...
备考FRM一级
2015年11月FRM part1练习题(卷一)
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...