FRM考試雖然都是選擇題，但是都是計算題，對于考生來說還是有一定的難度的。有考生咨詢FRM真題對于考生備考真的有作用嗎？聽融躍小編為你介紹！

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(xí)，并對真題的知識點進行總結(jié)，幫助自己進行提升！因此，對于考生來說是很重要的，下面是對FRM真題的舉例，希望對你有幫助！

Which of the following statements about the differences between market and operational value-at-risk at financial institutions are correct?

I. The distribution of operational risk events must include sufficient mass in the extreme tail, making an assumption of a lognormal distribution invalid.

II. The typical time horizon of market VaR calculations is 1 day, whereas the typical time horizon of operational VaR calculations is 1 year.

III. Since prices are sufficiently available for liquid assets at all times, the market risk of liquid assets can be modeled using continuous distributions, but the nature of operational risk events requires using discrete distributions.

IV. Market VaR requires a higher confidence level than operational VaR.

A) I, II, and III

B) I, II and IV

C) I, II, III and IV

D) III and IV

答案：A

解析：I. Correct. Low-Frequency, High Severity operational loss events imply that the distribution of operational loss events has sufficient mass in the extreme tail, so use of a lognormal distribution would be invalid. II. Correct. The typical time horizon of market VaR calculations is 1 day, whereas the typical time horizon of operational VaR calculations is 1 year. III. Correct. Since prices are sufficiently available for liquid assets at all times, the market risk of liquid assets can be modeled using continuous distributions, but the nature of operational risk events requires using discrete distributions. IV. Incorrect. The confidence level for any VaR is a parameter set by the user.

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(xí)探討！