FRM二级模拟题:Which of the following distribution characteristics would make parametric approaches the favored method to use?详情>>
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?详情>>
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 tr详情>>
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 informati详情>>
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详情>>
FRM二级易错题精选:The geometic average return(计算题)丨Matt James is assessing the performance of his portflio over the last four years.In computing the average return,he decides to use the geometric aver详情>>
FRM二级易错题精选:Autocorrelation丨Arisk analyst in a fund of funds is gauging the liquidity risk exposure of a hedge fund by examining the autocorrelation in the fund's returns.If found,a significant first-orde详情>>
FRM二级易错题精选:Collateralized Bond Obligation(CBO)丨A pool of high yield bonds is placed in an SPV and three tranches(including the equity tranche)of bonds are issued collateralized by the bonds to create a C详情>>
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