備考FRM考試，F(xiàn)RM真題練習(xí)很關(guān)鍵！

發(fā)布時(shí)間：2022-01-06 09:53編輯：融躍教育FRM

在備考FRM考試中，F(xiàn)RM真題練習(xí)很關(guān)鍵！現(xiàn)在5月FRM考試報(bào)名中，在報(bào)名后考生要做的就是認(rèn)真?zhèn)淇剂耍趥淇嫉倪^程中，千萬別忘記對(duì)于真題的練習(xí)！下面是小編列舉的相關(guān)真題，希望對(duì)你有所幫助！

Which of the following areas of quantitative validation would focus on rating systems stability?

A) Sample representativeness.

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B) Dynamic properties.

C) Discriminatory power.

D) Obtaining PD

答案：B

解析：Dynamic properties include rating systems stability and attributes of migration matrices. Calibration looks at the relative ability to estimate probability of default (PD). Discriminatory power is the relative ability of a rating model to accurately differentiate between defaulting and non-defaulting entities for a given forecast period.

Sample representativeness is demonstrated when a sample from a population is taken and its characteristics match those of the total population.

Duane Danning is a junior risk analyst at a large risk management firm. He has been asked to assess the firm’s risk modeling practices and evaluate potential ways in which errors could be introduced into models. In his analysis, Danning indicates that errors can be introduced into models through programming bugs and errors in VaR estimates but rarely through incorrect position mappings. Danning’s analysis is most accurate with regard to: 掃碼咨詢

A) Only programming bugs and incorrect position mappings.

B) Only programming bugs and errors in VaR estimates.

C) Only errors in VaR estimates.

D) Only incorrect position mappings.

答案：B

解析：Danning’s analysis is most accurate with regard to only programming bugs and errors in VaR estimates. Incorrect position mappings can also lead to material errors in risk models.

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