FRM二级模拟真题精选：The exhibit below presents a summary of bilateral mark-to-market(MtM)trades for four counterparties.If netting agreements exist between all pairs of counterparties shown,what is the correct order of net exposure per count
FRM二级模拟题精选：A credit manager overseeing the structured credit book of a bank works on identifying the frictions in the securitization process that caused the recent subprime mortgage crisis in the United States.Of the following friction
FRM二级模拟真题精选I：The annual mean and volatility of a portfolio are 12%and 30%,respectively.The current value of the portfolio is GBP 2,500,000.How does the 1-year 95%VaR that is calculated using a normal distribution assumption(normal Va
FRM二级模拟真题精选II：Which of the following statements about this application of extreme value theory is correct?
FRM二级模拟真题精选：A risk analyst is valuing a 1-year credit default swap(CDS)contract that will pay the buyer 80%of the face value of a bond issued by a corporation immediately after a default by the corporation.To purchase this CDS,the bu
FRM二级模拟题：Which of the following distribution characteristics would make parametric approaches the favored method to use?
FRM二级《操作及综合风险管理》：Which of the following is not a type of operational risk as defined by Basel ll/lll?
FRM二级考试科目《信用风险测量与管理》：Credit risk rate丨Consider a 1-year maturity zero-coupon bond with a face value of USD 1,000,000 and a 0%recovery rate issued by Company A.the bond is currently trading at 80%of face value.Assu
FRM二级《投资风险管理》考前评测精选I：An analyst regresses the returns of 200 stocks against the returns of a major market index.The resulting pool of 200 alphas has a residual risk of 25%and an information coefficient of 8%.If the al
FRM二级《市场风险测量与管理》： Black-Scholes-Merton(BSM)model丨A risk manager is examining a firm’s equity index option price assumptions.The observed volatility skew for a particular equity index slopes downward to the right.Compare