1. Your firm does market direction neutral arbitrage in the spread between US Treasuries and Argentina bonds. Your trader plans to buy defau ...
2015-07-24 13:071. In commodity trading, the exchange removes any daily losses from a traders account and adds any gains to the traders account. This proces ...
2015-07-24 13:071. A security sells for $40. A 3-month call with a strike of $42 has a premium of $2.49. The risk-free rate is 3 percent. What is the value ...
2015-07-24 13:07A return series with 350 observations has a sample mean of 30% and a standard deviation of 25%. The standard error of the sample mean is clo ...
2015-07-16 13:072. A CBO (collateralized bond obligation) consists of several tranches of notes from a repackaging of corporate bonds, ranging from equity t ...
2015-07-16 10:074. Assume a bank wants to limit its losses in a particular sector to 5% of its capital and that the loss rate for this sector is 50%. The co ...
2015-07-16 10:073. What is the most significant difference to consider when assessing the credit worthiness of a country rather than a company? A. The count ...
2015-07-16 10:071. BBB-rated firms have default probability of 0.2% over a period of one year. Based on this information the default probability over the ne ...
2015-07-16 10:07FRM二级每日一题 【操作风险管理与测量】 The chief Risk Officer of your bank has put you in charge of operational risk management. As a first ...
2015-07-16 10:07Consider two portfolios. One with USD 100 million credit exposure to a single B-rated counterparty. The second with Euro 100 million on cred ...
2015-07-16 09:071. Which of the following is TRUE in relation to affirmative covenants? A. They prohibit the borrower from issuing new debt. B. They prohibi ...
2015-07-06 10:0716.Based on historical data from SP， BBB-rated firms were 22 times as likely to default over a 1- year period than an AA-rated firm. What i ...
2015-07-06 09:0711.B-rated firms have been observed to have probability of default of 1.9， 3.4 and 5.8 percent during years 1， 2， and 3 from present. The ...
2015-07-06 09:076.Consider a firm that has a cumulative default probability over 9 years of 18 percent and amarginal probability of default in the 10th year ...
2015-07-06 09:071.Based on historical data from SP， the 1-year default probability for A-rated firms is CLOSEST to： A. 0.05%. B. 0.5%. C. 1%. D. 5%. Corre ...
2015-07-06 09:07高顿网校为广大考试搜集整理了FRM考试真题汇总，帮助想要参加FRM报名考试的考生，加强练习，快速、系统的掌握FRM知识框架，小编在这里先预祝大家取得 ...
2015-06-23 14:06距离2015年11月FRM考试不到半年，为了让各位考生安心备考，顺利通过考试，高顿网校小编为大家准备了高频易错题，助力考试顺利通过~ How to create a b ...
2015-06-23 14:06
1.Market rates are currently 5%. A $1,000 par corporate bond carries a coupon rate of 6%, pays coupons semiannually, and has ten coupon paym ...
2015-06-23 14:06Regarding corporate risk governance, which of the following statements is not wrong? A. Management of the organization is ultimately respons ...
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2015-06-02 08:06A sample has the following characteristics The mean of the sample is 3.5%. Standard deviation is 2.5%. 900 observations in the sample. Which ...
2015-05-08 18:051. A company entered in a one-year forward contract that buying 100 ounces of gold three months ago. When the price was USD 1,000 per ounce. ...
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2015-04-21 11:04小编导读：高顿网校免费题库，通过针对性地讲解、训练、答疑、模考，对学习过程进行全程跟踪、专家权威解析与指导，帮助考生全面提升备考效果。高顿网 ...
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2015-04-10 11:04
A risk manager is *uating a pairs trading strategy recently initiated by one of the firms traders. The strategy involves establishing a long ...
2015-04-10 10:04
Assume the annual volatility of the market is 30% and a stock;s annual volatility is 50%. The beta of the stock is 1.5. What are the correla ...
2015-04-10 10:04Which of the following statements regarding corporate risk governance is wrong? I Management of the organization is ultimately responsible f ...
2015-04-10 10:04
The return of portfolio A is 25%, the market risk premium is 13%, the volatility of the market portfolio is 14%, and the risk-free rate is 5 ...
2015-04-10 10:04
A sample has the following characteristics ?The mean of the sample is 3.5%. ?Standard deviation is 2.5%. ?900 observations in the sample. Wh ...
2015-04-10 10:04
