A portfolio manager determines that his portfolio has an expected return of $20,000 and a standard deviation of $45,000.详情>>
When would a Monte Carlo simulation be preferable to a historical simulation?详情>>
There are several different methods commonly used to compute value at risk(VAR).详情>>
Bank AAA is considering a loan to be fully funded by deposits, with the following parameters: Loan amount: GBP 3 million详情>>
While building the bank’s enterprise risk management system, a risk analyst takes an inventory of firm risks and categorizes these risks as market, credit, or operational.详情>>
The risk management group estimates the 1-day 99% VaR on a long-only, large-cap equity portfolio using a variety of approaches.详情>>
Which of the following is an example of an operational risk loss by Firm A?详情>>
The table below shows the quarter-end financing of four broker-dealer financial instruments. All values are in USD billions.详情>>
2022-12-06
2022-12-07
2019-09-29
2022-12-09
FRM考生交流群
扫一扫进群有福利