FRM

【FRM每日一题】二级：巴塞尔协议?As a result of the new Basel standards, every bank must now calculate explicit capital charges to cover operational risk using one of three approaches: the basic indicator approach (BIA), the...

FRM考试指南：主权风险解析？处理主权风险事件的两种方式：debtrepudiation指的是直接拒绝履行贷款合约。Debtrescheduling是贷款重组。二战之前repudiation比较普遍因为大部分是债券。以后主要是贷款，贷款重组比债券重组更加普遍的原因是

【FRM每日一题】二级：巴赛尔协议？Banks have limits on how much Tier 2 and Tier 3 capital they can use to meet capital requirements. Assuming that capital is 8% of total risk weighted assets, which of the following asset allocations would be acceptable to meet the Basel II capital requirements...

2015年FRM考纲变动超25%？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...

你知道2015年FRM考试的形式跟内容吗？FRM PartI有100道单选题，PartII有80道。实际考题数目可能有极微小的变动。每个Part的考试均为4个小时。PartI将于上午举行，PartII将于下午举行。FRM考试是一次性全英文笔试，全部是标准化试题...

【FRM每日一题】二级：操作风险测量与管理？The members of the board of directors should have which of the following responsibilities related to risk management...

【FRM每日一题】二级：风险管理与投资管理（1）Quadratic programming allows for risk control through parameter estimation but generally requires many more inputs estimated from market data than other methods require...

Banks have limits on how much Tier 2 and Tier 3 capital they can use to meet capital requirements. Assuming that capital is 8% of total risk weighted assets, which of the following asset allocations would be acceptable to meet the Basel II capital requirements...

The Merton model and the Moody’s KMV model use different approaches to determine the probability of default. Which of the following is consistent with Moody’s KMV model...

An empirical distribution with a fat right tail generates a higher implied volatility for higher strike prices due to the increased probability of observing high underlying asset prices...