FRM一级模拟试卷（附解析）
FRM考试试题少，题型变化大。希望大家在做题的同时注意总结和思考，这样才能真正提高做题的效用...
备考FRM一级
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【FRM每日一题】一级：估值与风险模型
Find the statement that interpretes a $10 million overnight VaR figure with 99% confidence level most correctly...备考FRM一级 -
FRM考前有佛脚抱：11月考试题型透漏！
FRM考试题型是什么样的?实际考试中试题如何分布?跟着金程网校FRM小编，看看下面这位考生的FRM一级考试心得吧...备考FRM一级 -
【FRM每日一题】一级：估值与风险模型
A Canadian-based tire company is due a $2,500,000 SGD payment from its Singapore-based distributor in two months. The firm prepares to use a forward contract priced at $0.80 CAD/SGD to hedge the exchange rate risk. If the Singapore dollar...备考FRM一级 -
【FRM每日一题】一级：金融市场&估值
With respect to the effect on the price of a bond, which of the following statements is correct...备考FRM一级 -
【FRM考试内容】存款保险
此前我国实施了存款保险条例，这一条例的颁布也意味着我国金融改革迈出了重要一步，对于银行的风险管理很有帮助。在国外，存款保险已经有多年发展历史，FRM考试中也会有所涉及。金程网校FRM小编就来为大家简单介绍一下存款保险的相关内容...备考FRM一级 -
【FRM每日一题】一级：估值与风险模型
Which of the following will lead to fat-tailed asset return distributions...备考FRM一级 -
FRM考前：没时间！如何一次性通过考试
从frm学习来说，我觉得一级内容是比较简单，除了就可能算二叉树比较时间长外，其他感觉还好，所以我基本集中在二级上。二级的内容有一些内容还是比较复杂，考试时候基本很多东西未见过，只能靠平时工作和新闻的积累感觉。而且覆盖的内容太多太散，复习的内容基本很少考到...备考FRM一级 -
【FRM每日一题】一级：金融市场与产品
If all spot interest rates are increased by one basis point, a value of a portfolio of swaps will increase by $1000. For hedging the portfolio，how many Eurodollar futures contracts are needed...备考FRM一级 -
FRM考试内容：基差风险（basis risk）
FRM考试中，关于金融衍生产品的部分很多，期货的相关计算也是考试重点。金程FRM小编今天就来为大家简单介绍一下期货中的基差风险...备考FRM一级 -
【FRM每日一题】一级：风险管理基础
A fund manager recently received a report on the performance of his portfolio over the last year. According to the report, the portfolio return is 8.6%, with a standard deviation of 13.5%, and beta of 0.86. The risk-free rate is 3.6%, what is its Sharpe ratio...备考FRM一级 -
【FRM每日一题】一级：风险管理&定量
IManagement of the organization is ultimately responsible for risk oversight...备考FRM一级 -
FRM考试更改考点截止于10月15日
2015年11月FRM考试考生在咨询关于“FRM考试更改考点”问题，考生因个人原因如工作调动、毕业求学等原因，需要更改原FRM考试考点，怎么操作？怎么更改FRM考试考点...备考FRM一级 -
【FRM每日一题】一级：估值与风险模型
Assume that a trader wishes to set up a hedge such that he sells $100,000 of a Treasury bond and buys Treasury TIPS as a hedge. Using a historical yield regression framework, assume the hedge adjustment factor ...备考FRM一级 -
【FRM每日一题】一级：定量分析
The λ of an exponentially weighted moving average (EWMA) model is estimated to be 0.8. Daily standard deviation is estimated to be 2.5%, and today’s stock market return is 0.9%. What is the new estimate of the standard deviation...备考FRM一级