FRM

Consider two portfolios. One with USD 100 million credit exposure to a single B-rated counterparty. The second with Euro 100 million on credit exposure split evenly between 50 B-rated counterparties...

2015年11月FRM考试资料复习指南？Corereading：GARP协会考纲上所列书籍。优点：覆盖知识点全面，能帮助正确理解FRM考纲所考知识点。缺点：资料繁多，不适用于复习时间有限的学员...

【FRM每日一题】一级：定量分析?According to linear regression function assumptions, the equation must be linear in...

In June, a fund manager with USD 10 million invested in government bonds concerns that interest rates will be highly volatile during the next three months...

【FRM每日一题】一级：金融市场与产品？ The continuously compounded 10-year spot rate is 5% and the 9-year spot rate is 4.8%. The 1-year forward rate nine years from now is closest to...

FRM新人求指导：金融风险管理师考试内容有哪些？FRM对学生的要求不是很高，非常适合初次接触金融这一块的童鞋，其实只要英语的水平在CET4就可以了，如果是商科相关背景的有一定的统计学基础那是最好，但不是必要条件...

2015年FRM考纲变化超25%，金程名师破解难题？2015年FRM考试一二级关联度更强，实务性题量增多，一级考纲新增copulas函数、奇异期权、MBS等二级内容...

【FRM每日一题】一级：风险管理&定量？To describe the shape of the portfolio possibilities curve, which one of the following is best...

FRM考试指南：FRM套利定价理论？CAPM起源于一个单因子模型。这可以推广到多因子的情形。第一步是建立一个风险结构，假设资产收益率的变动归因于多种风险来源...

FRM考试指南：企业倒贷隐藏的金融风险？企业倒贷关键是还贷资金的筹措。具体来看，主要有两种方式，一种方式是通过第三方机构借款偿还银行贷款，例如，企业A在银行B的原有贷款即将到期，企业A在银行B或银行C即将获得新的贷款，但企业A由于暂时缺乏资金，没有能力按期偿还银行B的原有贷款，于是找担保公司D协商，由其以委托贷款或短期借款方式发放资金给企业A...

【FRM每日一题】一级：风险管理&定量?Regarding corporate risk governance, which of the following statements is not wrong...

【FRM每日一题】一级：估值与风险模型？A manager bought 1,000 call options on a non-dividend-paying stock, with a strike price of USD 100, for USD 6 each. The current stock price is USD 104 with a daily stock return volatility of ...

【FRM每日一题】一级：金融市场与产品？Considering a company that uses derivatives to hedge foreign exchange risk, which of the choices below is the main advantage of futures contracts over forward contracts ...

【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%...

【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...