FRM真题练习对于备考的考生重要吗？

发布时间：2021-05-07 09:01编辑：融跃教育FRM

FRM真题练习对于备考的考生来说是非常重要的，尤其是在备考的冲刺阶段。考生一定要做大量的练习，特别是近几年的FRM真题。不仅可以帮助考生巩固知识，也能帮助考生查漏补缺。下文是小编列举的真题解析，一起了解一下！

In regard to Basel II minimum capital requirements, which of the following is false?》》》点击领取2021年FRM备考资料大礼包（戳我免费领取）

A) Banks can reduce their capital charge, subject to a limit, if they can demonstrate diversification benefit due to imperfect correlation between the major risk buckets: credit, operational and market risk.

B) Pillar Two explicitly encourages national authorities (supervisors) to supplement Pillar One with additional capital requirements at their discretion if they deem appropriate

C) Under the advanced/internal approaches, all three risk categories (credit, market, and operational risk) employ value at risk (VaR) concepts

D) Basel II had no explicit charge for liquidity risk

答案：A【资料下载】点击下载融跃教育金融专业英语词汇大全.pdf

解析： False: The capital charges are added (CRC + MRC + ORC); Basel II gives no recognition for potential diversification benefits at this level of analysis.

In regard to (b), (c) and (d), each are true. In regard to (b), please note the “mutually reinforcing” aspect of the framework; and that Pillar One implies only minimum capital requirements.

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