早在2015年3月份，国家就已经初次倡议投贷联动。在一年之后，银行业金融机构的投资联动终于在人们眼前亮相。不得不说，这确实是我国金融改革的一大步 ...
2017-01-04 11:01临近考试，不少考生询问FRM一级真题的问题，高顿FRM小编在此解答：GARP协会并不提供历年真题下载，但是官方提供了免费practice exam下载，题型和难度 ...
2016-10-27 10:10
Risk-neutral default probability and real-world(or physical)default probability are used in the analysis of credit risk.Which one of the fol ...
2016-10-25 09:10A risk manager is advising the trading desk about entering into a digital credit default swap as a way to obtain credit protection.Which cas ...
2016-08-03 13:08距离2016年11月FRM考试还有一百多天，为了让各位考生安心备考，顺利通过考试，高顿财经小编为大家准备了高频易错题，助力考试顺利通过~ How to create ...
2016-08-01 14:08
2016年5月FRM考试成绩已快要公布了，各位考生们是否迫切的想知道成绩呢？ frm考试的成绩通常都会在frm考试举行后的45天左右公布，2016年5月frm考试的 ...
2016-06-27 11:06
FRM2016年11月的考试马上就要到来，在考试结束、拿到成绩后，相信又有很多考生可以申请FRM证书啦！那么，申请FRM证书需要什么条件？有什么要求？怎样 ...
2016-06-17 09:06
多项选择题 企业采购业务中的不相容职务至少包括（）。 A.请购与审批 B.供应商的选择与审批 C.采购合同协议的拟订、审核与审批 D.采购、验收与相关记 ...
2016-05-20 14:05A 5-year corporate bond paying an annual coupon of 8% is sold at a price reflecting a yield-to-maturity of 6% per year. One year passes and ...
2016-04-28 17:04
Given the following information, what is the probability of default for this zero- coupon bond that matures in one year? Face value of bond ...
2016-04-14 14:04You are currently long $10,000,000 par value, 8% XYZ bonds. To hedge your position, you must decide between credit protection via a 5-year C ...
2016-04-13 08:04A risk manager performs an ordinary least squares (OLS) regression to estimate the sensitivity of a stocks return to the return on the SP 50 ...
2016-04-13 08:04Your Board of Directors wants a comprehensive review of each business units operational risk activities. As the head of the corporate operat ...
2016-04-12 15:04There are two methods for forecasting factors for an APT model: statistical models and structural models. Regarding these two forecasting me ...
2016-04-12 15:04
A risk manager is advising the trading desk about entering into a digital credit default swap as a way to obtain credit protection. Which ca ...
2016-04-08 09:04Dai is a risk manager at the hedge fund. She is relying on bond rating agencies to draw conclusions regarding the ability and willingness of ...
2016-04-08 09:04Which of the following statements about risk management in the pension fund industry is correct? A. A pension plans total VaR is equal to th ...
2016-04-07 08:04
Which of the following statements best characterizes the relationship between the normal and lognormal distributions? A. The lognormal distr ...
2016-04-07 08:04As it relates to the bond indenture, the corporate trustee acts in a fiduciary capacity for: I. bond investors II. bond issuers III. bond un ...
2016-04-06 09:04A bank credit officer, who has reviewed a loan application, has made the following statement: On a standalone basis, I was not very keen on ...
2016-04-06 09:04You are *uating the credit risk in a portfolio comprised of Loan A and Loan B. In particular, you are interested in the risk contribution of ...
2016-04-06 09:04An analyst is doing a study on the effect on option prices of changes in the price of the underlying asset. The analyst wants to find out wh ...
2016-04-06 09:04What can be said about the impact of operational risk on both market risk and credit risk? A. Operational risk has no impact on market risk ...
2016-03-30 08:03Suppose that the yield curve is upward sloping. Which of the following statements is TRUE? A. The forward rate yield curve is above the zero ...
2016-03-30 08:03Which one of the following statements about liquidity risk in derivatives instruments is not true? A. Liquidity risk is the risk that an ins ...
2016-03-29 08:03A portfolios return is normally distributed with an expected return of 10%, and a standard deviation of 20%. What is the probability that th ...
2016-03-29 08:03
Which of the following statements is incorrect about the foundation IRB and the advanced IRB approaches for credit risk capital charge in th ...
2016-03-28 16:03Mortgage-backed securities (MBS) are a class of securities where the underlying is a pool of mortgages. Assume that the mortgages are insure ...
2016-03-28 15:03
FRM考试，尤其是FRM一级的考试中，计算题占比很重。例如CAPM，VaR，interest rate risk等等，都是有需要大量计算的试题。因此，公式的量也相当可观。 ...
2016-03-25 17:03
