1.In regard to the option-adjusted spread, each of the following is true except for: A. In the Monte Carlo model, the option-adjusted spread ...
2015-10-27 09:10FRM冲刺阶段，还有难题不懂，怎么办？快来预约高顿网校的FRM考前冲刺答疑直播！高顿名师为你清晰解答FRM中的难点问题，让你更自信地踏上考场！ 点击预 ...
2015-10-27 09:10A portfolio manager currently holds 20,000 shares of Costiuk Inc. in a particular portfolio. The daily volume of Costiuk shares traded on th ...
2015-10-27 09:10John Clayburn is trying to parameterize a credit risk model for his employer, Syacmoor Bank. Based on a large sample of loans, he has estima ...
2015-10-27 09:101.How many of the following statements concerning the capital structure in a securitization are most likely correct? I. The mezzanine tranch ...
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2015-10-26 08:10Michael is a macro hedge fund manager who wants to speculate on the EURO STOXX 50 Index. He believes the index will be uneventfully range-bo ...
2015-10-26 08:10Compared to the value of a call option on a stock with no dividends, a call option on an identical stock expected to pay a dividend during t ...
2015-10-26 08:10
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2015-10-23 11:101.Liquidity risk is the risk that: I. The markets get less active, making it difficult to exit II. The offices get flooded III. It becomes d ...
2015-10-23 09:101.Which of the following reasons most completely describes why country risk assessment is prone to error? A. While data is accurate, it is o ...
2015-10-23 09:10One can draw conclusions about typical private equity exits from the data on those deals that have ended. Which of the following private equ ...
2015-10-23 08:10Regarding financial engineering, private equity firms influence portfolio companies in three key ways. Which of the following statements inc ...
2015-10-23 08:10From an operational risk perspective, the risks that are unlikely to jeopardize the future of the firm are: A. low-frequency, high-severity ...
2015-10-23 08:10All of the following are components of an effective operational risk management system EXCEPT: A. calculating and executing accurate settlem ...
2015-10-23 08:10Which of the following statements does not accurately identify a lesson worth remembering from the credit crisis of 2007-2009? A. Cash reser ...
2015-10-23 08:10A major problem with the use of duration in interest rate risk management is that it assumes: A. differential sensitivity of assets and liab ...
2015-10-23 08:101.Consider a risky zero-coupon bond maturing in one year. At that time the issuer owes USD 100 million. The issuer has no other debt and the ...
2015-10-22 08:10FRM倒计时三十天，冲刺阶段需要劳逸结合。看书觉得枯燥？那就来高顿网校听一听直播吧。高顿名师为你答疑解惑，冲刺阶段不再难！ 点击进入直播 1.The m ...
2015-10-22 08:10In more recent empirical tests of the capital asset pricing model, additional independent variables were included in tests that, in theory, ...
2015-10-22 08:10A bottler of iced tea wishes to ensure that an average of 16 ounces of tea is in each bottle. In order to analyze the accuracy of the bottli ...
2015-10-22 08:101.Vega is the sensitivity of an options price to changes in volatility. Increases in an underlying instruments volatility， will usual incre ...
2015-10-21 09:102015年11月FRM考试倒计时30天！各位考生，在冲刺阶段如果遇到了什么难题，可以来高顿直播，听高顿名师为你答疑解惑！ 点击进入直播 1.Reduction of ri ...
2015-10-21 08:10If the volatility of interest rates increases, the prices of a putable bond and a callable bond will most likely: A. Putable bond: Increase ...
2015-10-21 08:10Which of the following statements does not illustrate how firms can fail to correctly monitor and manage risk on an ongoing basis? A. Some s ...
2015-10-21 08:101.Which of the following statements regarding lending and counterparty risk is true? A. Counterparty risk is defined as the possibility that ...
2015-10-20 09:10FRM冲刺阶段，除了多练习多看书，还有什么注意事项？FRM一级考前冲刺专题，为你全面解析FRM一级考试！ 点击进入 1.Which of the following statements ...
2015-10-20 09:10Extreme value theory (EVT) helps quantify two key measures of risk. The magnitude of: A. an X year return in the loss in excess VAR. B. VAR ...
2015-10-20 09:10An investor believes Stock M will rise from a current price of $20 per share to a price of $26 per share over the next year. The company is ...
2015-10-20 09:101.A company anticipates the purchase British pounds in 6 months. The standard deviation ofthe change in British pounds over a 6-month period ...
2015-10-19 08:10
