FRM二级精选题型解析:A portfolio manager determines

A portfolio manager determines that his portfolio has an expected return of $20,000 and a standard deviation of $45,000.详情>>

来源:FRM时间:2018-03-19 16:02作者:FRM

When would a Monte Carlo simulation be preferable...

When would a Monte Carlo simulation be preferable to a historical simulation?详情>>

来源:FRM时间:2018-03-19 15:59作者:FRM

There are several different methods commonly used to compute

There are several different methods commonly used to compute value at risk(VAR).详情>>

来源:原创时间:2018-03-19 15:54作者:FRM

FRM二级《操作及综合风险管理》Bank AAA is considering a loan to be fully

Bank AAA is considering a loan to be fully funded by deposits, with the following parameters: Loan amount: GBP 3 million详情>>

来源:FRM时间:2018-02-09 16:40作者:FRM

FRM二级《操作及综合风险管理》While building the bank’s enterprise risk

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>>

来源:FRM时间:2018-02-09 16:37作者:FRM

FRM二级《操作及综合风险管理》The risk management group estimates

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>>

来源:FRM时间:2018-02-09 16:35作者:FRM

FRM二级《操作及综合风险管理》Which of the following is an example

Which of the following is an example of an operational risk loss by Firm A?详情>>

来源:FRM时间:2018-02-09 16:33作者:FRM

FRM二级《操作及综合风险管理》At times large dealer banks have financed

The table below shows the quarter-end financing of four broker-dealer financial instruments. All values are in USD billions.详情>>

来源:FRM时间:2018-02-09 16:27作者:FRM