【FRM每日一题】二级:信用&市场强化——Which of the following statements regarding correlation dependence is false?...
备考FRM二级
【FRM每日一题】二级:案例强化(2)
Can be set between 0.0% and 2.5% of risk-weighted assets, and is at the discretion of the regulators in individual countries...
备考FRM二级
【FRM每日一题】二级:巴塞尔协议(5)
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...
备考FRM二级
【FRM每日一题】二级:案例强化(1)
Which of the following reasons is least likely to be a motivation for firms to use external data...
备考FRM二级
【FRM每日一题】二级:巴塞尔协议(4)
In the Basel II Standardized Approach for operational risk, the beta factor serves as a proxy for the industry-wide relationship...
备考FRM二级
【FRM每日一题】二级:巴塞尔协议(3)
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...
备考FRM二级
【FRM每日一题】二级:操作风险测量与管理(三)
【FRM每日一题】二级:操作风险测量与管理?In calculating its risk-adjusted return on capital, your bank uses a capital charge of 2.50% for revolving credit facilities with a loan equivalent...
备考FRM二级
【FRM每日一题】二级:信用&市场强化(2)
Which of the following statements regarding a banking credit analyst’s skills is most likely correct...
备考FRM二级
【FRM每日一题】二级:操作风险测量与管理(二)
【FRM每日一题】二级:操作风险测量与管理?The RAF represents the firm’s core risk strategy. The RAF does not necessarily need to be amended every time there is a profitable opportunity; doing...
Johanna Roberto collected a data set of 1,000 daily observation on equity returns. She is concerned about the appropriateness of using parametric techn...