所謂FRM真題就是對(duì)歷年FRM考試習(xí)題的羅列，在備考中，F(xiàn)RM真題需要考生經(jīng)常練習(xí)嗎？這也許是備考中的考生經(jīng)常遇見的問題。具體考生需要如何做，隨融躍小編往下看！

在備考中，尤其是臨近FRM考試時(shí)，考生是需要做大量的練習(xí)題的，尤其是歷年FRM真題的練習(xí)。這樣做的目的不僅能觀察歷年考題的模式，還能從中發(fā)現(xiàn)自己的不足，做到及時(shí)的改正。這樣就更加利于自己的備考，能夠順利通過FRM考試了。

Under Basel III, each of the following is true about the internal models approach (IMA) to market risk except which is false?

A) Value at risk (VaR) must be computed on a daily basis with a one-tailed confidence level of 99.0% and a minimum holding period of ten (10) days

B) Banks must update their data sets at least once a year which corresponds to the maximum historical observation (sample) period

C) Abank must support their VaR model with all three of the following: a stress testing program, a back-testing program,and on-going validation

D) Market risk factors that are deemed relevant for pricing should be included as risk factors in the value-at-risk (VaR) model

答案：B

解析：The sample period is a minimum of one year and the data set must be updated at least monthly: “The choice of historical observation period (sample period) for calculating value-at-risk will be constrained to a minimum length of one year…Banks must updated their data sets no less frequently than once every month and reasse ssthem whenever market prices are subject to material changes.This updating process must be flexible enough to allow for more frequent updates.” In regard to (A), (C) and (D), each is true.

FRM考試的內(nèi)容就分享這么多，考生如果對(duì)FRM考試還有更多的疑問，可以文章評(píng)論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評(píng)論哦！