FRM真題是歷年FRM考試的題目，是FRM考試的重難點(diǎn)地方，因此建議考生在考前能夠進(jìn)行至少三套真題的練習(xí)，并對真題的知識點(diǎn)進(jìn)行總結(jié)，幫助自己進(jìn)行提升！FRM真題練習(xí)很有必要，考生不容忽視！

下面是小編列舉的真題解析，希望對你有所幫助：

Thrift Bank carries risk-weighted assets (RWA) of $40.0 billion. In regard to its eligible regulatory capital, the bank holds: $2.8 billion of Common Equity Tier 1 Capital (“Core Tier 1”) $0.2 billion ofAdditional Tier 1 Capital $1.4 billion of Tier 2 Capital (“Gone concern”) Does Thrift Bank meet the Basel III capital requirements?

A) No, because Tier 1 Capital is not at least 8.5%

B) No, because Total Capital is not at least 10.5%

C) Yes, because Tier 1 is at least 4.0%

D) Yes, because Tier 2 is at least 2.5%

答案：A

解析：No, because Tier 1 Capital is not at least 8.5% Basel III requires Core Tier 1 (Common Equity) of 7.0%, Tier 1 of 8.5%, and Tobal Capital of 10.5%: Core Tier 1 (Common Equity) ratio of at least 7.0% = 4.5% + 2.5% Conservation Buffer.

Thrift Bank holds exactly sufficient Common Equity: 2.8/40.0 =7.0%. Tier 1 (Common Equity +Additional Tier 1) ratio of at least 8.5% = 6.0% Tier 1 + 2.5% Conservation buffer.Thrift Bank only holds Tier 1:3.0/40.0 = 7.5% Total Capital ratio of 10.5% = 8.0% total capital + 2.5% Conversation Buffer. Thrift Bank holds Total Capital:4.4/40.0 = 11.0%

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！另外，有2022年全年備考日歷，想要的私信或者評論哦！