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FRM一级模拟自测:Statements about risk management at LTCM

发表时间:2017-11-06 16:06
作者:FRM考试网
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The collapse of Long Term Capital Management(LTCM)is a classic risk management case study.Which of the following statements about risk management at LTCM is correct?
 
a.LTCM had no active risk reporting.
 
b.At LTCM,stress testing became a risk management department exercise that had little influence on the firm’s strategy.
 
c.LTCM’s use of high leverage is evidence of poor risk management.
 
d.LTCM failed to account properly for the illiquidity of its largest positions in its risk calculations.

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报名、考试时间

2017年11月2018年05月
报名时间 第一阶段:2017.05.01~06.30
第二阶段:2017.08.01~08.31
第三阶段:2017.09.01~10.15
考试时间 2017年11月18日(周六)
成绩查询 2018年01月03日(周三)
报名时间2 第一阶段:2017.12.1~18.1.31
第二阶段:2018.02.01~02.28
第三阶段:2018.03.01~04.15
考试时间 2018年05月19日(周六)
成绩查询 2018年07月04日(周三)
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