FRM

A $1,000 face value bonds with a coupon rate of 8%, which paid semi-annually, is just issued by a firm and its maturity is 15 years. If the issue price for this bond is $785.50, the annually YTM is closet to...

Market rates are currently 5%. A $1,000 par corporate bond carries a coupon rate of 6%, pays coupons semiannually, and has ten coupon payme...

关于FRM“个人理财”的复习方法简要说明？首先，学习附录的?商业银行个人理财业务管理暂行办法?和?商业银行个人理财业务风 险管理指引?，全面了解他们对商业银行个人理财业务的规定，以此作为学习的主线，解读本教材的知识结构，牢记相关规定...

关于FRM风险管理的复习方法简要说明？今年的风险管理教材和去年的一样，考试大纲也没怎么变化，风险管理的基础知识，以及信用风险、市场风险、操作风险三大类型的风险管理内容在分数比例上占了80％，这说明在学习中要重点加强这些内容的学习...

FRM考试，尤其是FRM一级的考试中，计算题占比很重。例如CAPM，VaR，interest rate risk等等，都是有需要大量计算的试题。因此，公式的量也相当可观。直接死记硬背...

Given the following 30 ordered simulated percentage returns of an asset, calculate the VaR and expected shortfall (both expressed in terms of returns) at a 90%...

【FRM每日一题】二级：信用&市场强化——Which of the following statements regarding correlation dependence is false?...

Can be set between 0.0% and 2.5% of risk-weighted assets, and is at the discretion of the regulators in individual countries...

新生考FRM需要了解什么？依照自己的能力以及时间分配， GARP上是建议最少有2个月备考时间，如果您非商科背景或离开学校太久或是英文阅读能力稍差，您必须提早开始准备FRM考试。当然，如果参加金程教育的FRM培训课程...

A firm’s assets are currently valued at $700 million, its current liabilities are $120 million, and long-term liabilities are $300 million. The standard deviation of expected asset value...

A $1,000 par bond with 22 years to maturity and a 4% semiannual coupon has a yield to maturity of 5%. Assuming a 5 basis point change in yield, what’s the convexity of this bond...

2016年FRM一级考试难吗？FRM一级考试内容侧重金融市场基础知识和它们的详细定义、基本的金融工具理论知识，以及计量风险的方法。此部分考试的目标是确保FRM考生更好地理解作为一个成功的金融风险管理者需要...

As a risk manager for Bank ABC, John is asked to calculate the market risk capital charge of the bank’s trading portfolio under the internal models approach using the information given in the table below...

Buy a put with a strike price of X= 55, and sell a put with a strike price of 50...

FRM考试内容：期货的内在价值?一种期权的买方所付出的成本，主要是该期权的内在价值以及在这个价值之上的任何增加值的一种反映。超过内在价值的升水常被称之为时间价值...