多練習對于參加任何考試的考生來說都是很重要的，能夠從中發(fā)現(xiàn)自己的不足，及時找到補救的方法。有考生說，F(xiàn)RM考試都是選擇題，那就沒有必要做真題的練習了。因為感覺選擇題是很簡單的。那么。做大量的真題練習對于備考FRM有作用嗎？

做大量的FRM真題練習對于備考的考生是非 常重要的，雖然FRM考試都是選擇題，但是計算題很多。FRM真題是歷年FRM考試的題目，是FRM考試的重難點地方，因此建議考生在考前能夠進行至少三套真題的練習，并對真題的知識點進行總結(jié)，幫助自己進行提升！

下面是小編列舉的FRM真題解析，共備考的你作參考：

Which of the following flaws in Long-Term Capital Management’s (LTCM) value at risk (VaR) calculations were most evident following its collapse in 1998?

I. The calculated 10-day VaR period was too short.

II. The fund’s VaR model assumed strong positive correlation.

A) I only.

B) II only.

C) Both I and II.

D) Neither I nor II

答案：A

解析:LTCM’s collapse highlighted several flaws in its regulatory VaR calculations. The fund relied on a VaR model that:

(1) used a 10-day horizon, which proved to be too short to sufficiently model the time to raise new capital

(2) did not factor in liquidity risk (in other words, it assumed markets were perfectly liquid), and (3) did not incorporate correlation and volatility risks, where in fact markets exhibited strong

positive correlation during periods of stress in 1997 and 1998.

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