越是臨近考試，考生越要認(rèn)真?zhèn)淇?，尤其是作為金融界的FRM考試，因?yàn)橛写罅康挠?jì)算題，并且是全英文考試，考生需要更加認(rèn)真努力。在備考FRM的過程中，考生要做FRM真題嗎？

關(guān)于FRM真題，小編建議考生是必做的，尤其是近幾年的FRM考試試題，通過做練習(xí)題，考生能發(fā)現(xiàn)自己的不足，這樣可以在考試前彌補(bǔ)自己的不足。

下面是小編列舉的FRM真題，希望對備考的你有所幫助：

Saugatuck National Bank uses the internal model-based approach to set market risk capital as prescribed by the 1996Amendment to the 1988 Basel Accord. The bank has backtested its 99%, one-day VaRs against the actual losses over the last 250 trading days. Based on the results of the backtesting, the bank recorded 11 exceptions. Based on these results, the multiplicative factor (mc) in the model should be set:

A) Less than 3

B) Equal to 3

C) Between 3.1 and 3.9

D) Equal to 4

答案：D

解析：Saugatuck National Bank must compare the VaR calculated using its current method for each of the 250 trading days to the actual loss over the same period to determine the multiplicative factor. If the actual los is greater than the estimated loss,and exception is recorded. If, over the previous 250 days ,the number of exceptions is :

Less than 5, mc is usually set equal to three.

5,6,7,8,or 9,mc is set equal to 3.4,3.5,3.65,3.75,and 3.85,respectively.

Greater than 10,mc is set equal to four.

Therefore,with 11 exceptions recorded,mc should be set equal to four.

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