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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>>
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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>>
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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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FRM二级易错题精选：Convertible arbitrage strategy丨Identify the risks in a convertible arbitrage strategy that takes long positions in convertible bonds hedged with short positions in treasuries and the underlyin详情>>
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FRM二级易错题精选：The capital structure in a securitization丨How many of the following statements concerning the capital structure in a securitization are most likely correct?详情>>
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FRM二级易错题精选：Cumulative probability丨The cumulative probability of default for a note over tvvo years is 3.8%.If the probability of default during the first year is 1.5%,the probability of default during th详情>>
