备考FRM考试，考生需要做FRM真题吗？

发布时间：2021-05-17 09:18来源： 融跃教育FRM

FRM考试是全英文考试，并且都是选择题的形式，因此，考生在备考中需要掌握相关的知识点。另外，想要顺利通过考试，考生还需要借助相关的学习资料和网课。近日，也有考生咨询，马上要考试了，自己还需不需要做FRM真题练习？

关于FRM真题练习，越是临近考试，越是很有必要的，考生一定要重视起来。尤其是近几年的FRM真题练习。》》》戳：免·费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

In the latest guidelines for computing capital for incremental risk in the trading book, the incremental risk charge (IRC) addresses a number of perceived shortcomings in the 99 %/10-day VaR framework. Which of the following statements about the IRC are correct?

I. For all IRC-covered positions, the IRC model must measure losses due to default and migration over a one-year horizon at a 99% confidence level.

II. Abank can incorporate into its IRC model any securitization positions that hedge underlying credit instruments held in the trading account.》》》点我咨询21年FRM备考技巧  

III. Abank must calculate the IRC measure at least weekly, or more frequently as directed by its supervisor.

IV. The incremental risk capital charge is the maximum of (1) the average of the IRC measures over 12 weeks and (2) the most recent IRC measure.

A) I and II

B) III and IV

C) I, II, and III

D) II, III, and IV

答案：B【资料下载】[融跃财经]FRM一级ya题-pdf版

解析：Confidence level is 99.9%. Securitizations are subject to the banking book capital requirements.

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