FRM

A Treasury bond has a semi- annually compounded yield of 4% per annum and a coupon rate of 6% per annum (the coupons are paid semi-annually). The bond matures in 18 months and the next coupon will...

The 6-month forward rate on an investment that matures in 1.5 years is closest to...

Given that you are using a GARCH model to estimate volatility which you use to calculate the 1-day VaR. What can you say about the t day VaR, if volatility is mean reverting...

Which of the following reasons is least likely to be a motivation for firms to use external data...

Mark is evaluating the existing risk management system of a bank and identified the following two risks....

我的FRM考试经验：看网课就过了？清楚地记得是在2015年1月的最后一天才最终下定决心报名FRM考试，由于我几乎是零基础学习FRM，加上本身个人学习习惯是细水长流型，所以从过年放假开始就着手复习，第一轮是看2014年金程基础班视频，同时把中文版的handbook 6th 迅速过了一遍（有用）...

FRM中文精要：为最大限度地帮助FRM考生打好基础，快速入门，精准掌握FRM知识体系，金程教育FRM研发团队深入研究历年FRM考试及教材考点，为FRM考生量身打造了中文参考书籍——《金融风险管理师FRM考试 中文精要》...

The volatility-weighted method adjusts historic returns for current volatility. Specifically, returns at time t is multiplied by (current volatility estimate/volatility estimate at time t). However, the...

2015年FRM考试形式和各科权重占比一览表？最后一次的全科FRM考试，2015年Full FRM考试将会与往年相同，共进行5个小时（上下午各2.5小时），140个单项选择题...

FRM金融风险管理师手册(第六版)说明（含下载）？Financial Risk Management Handbook - 6th Edition - by Philippe Jorion---金融风险管理师手册(第六版)...

A company has $20 million in debt and $30 million in equity. A recent international project had a market risk premium of 5%, a country risk premium of 3%, and a beta of 1.5 (based on historical information). STT”s current cost of borrowing is 12%...

In the Basel II Standardized Approach for operational risk, the beta factor serves as a proxy for the industry-wide relationship...

【FRM每日一题】一级：定量分析？Which type of distribution produces the lowest probability for a variable to exceed a specified extreme value X which is greater than the mean assuming the distributions all have the same mean and variance...

Which of the following statements is incorrect about the foundation IRB and the advanced IRB approaches for credit risk capital charge in the Basel II Accord...

【FRM每日一题】一级：风险管理基础？Each investor seeks to maximize the expected utility of wealth at the end of that investor’s horizon...