FRM二级《操作及综合风险管理》Your bank has HKD 12 billion in revolving cr

Your bank has HKD 12 billion in revolving credit facilities, of which 70% is currently drawn.详情>>

来源:FRM时间:2018-02-09 16:25作者:FRM

FRM二级《操作及综合风险管理》The Basel Committee recommends that banks

The Basel Committee recommends that banks use a set of early warning indicators in order to identify emerging risks and potential vulnerabilities in its liquidity position.详情>>

来源:FRM时间:2018-02-09 16:21作者:FRM

FRM二级《操作及综合风险管理》Consider a 1,000 share position in an underv

Consider a 1,000 share position in an undervalued butt illiquid stick FGB, which has a current stock price of EUR 45 (expressed as the midpoint of the current bid-ask spread)。详情>>

来源:FRM时间:2018-02-09 16:15作者:FRM

FRM二级模拟真题精选:Correct order of net exposure per counterparty

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 o详情>>

来源:原创时间:2017-11-06 15:57作者:FRM考试网

FRM二级模拟题精选:Subprime crisis

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 St详情>>

来源:原创时间:2017-11-06 15:54作者:FRM考试网

FRM二级模拟真题精选:Lognormal distribution assumption

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 dis详情>>

来源:原创时间:2017-11-06 15:46作者:FRM考试网

FRM二级模拟真题精选:Application of extreme value theory

FRM二级模拟真题精选II:Which of the following statements about this application of extreme value theory is correct?详情>>

来源:原创时间:2017-11-06 15:46作者:FRM考试网

FRM二级模拟真题精选:What is the estimate for the CDS spread?

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 corporati详情>>

来源:未知时间:2017-11-06 15:45作者:frm