更多服务

特色服务

找学习资源

查报考信息

看备考资讯

备考工具箱

报考指南

报名入口

报名流程

考试动态

考试日历

备考指南

资料中心

福利政策

热门题库

全部

FRM二级冲刺练习：考生常见易错题汇总（20）

来源：高顿网校 2015-10-29

　　FRM临考冲刺，一定要扫清自己做题中的难点和易错点。快来预约高顿网校直播FRM难点串讲，明星老师为你答疑解惑！点击预约>>

　　1.BIS capital requirement for an unfunded, short-term (under one year) credit commitment is:

　　A. 0%

　　B. 4%

　　C. 8%

　　D. 100%

　　2.As of November 2000, which one of the following will generally receive 8% BIS capital charge (100% asset weight)?

　　A. Investment in a publicly traded stock for trading purposes.

　　B. Investment in a US government bond.

　　C. Investment in a Venture Capital fund for speculation purposes.

　　D. None ofthe above

　　3.Which of the following is not considered a traditional mechanism used by banks in mitigating credit risk?

　　A. Netting

　　B. Credit quality migration

　　C. Embedded put options

　　D. Collateralization

　　Answer:

　　1.A

　　The current BIS capital requirements allow hanks to avoid capital charges on unfunded loan commitments of less than 365 days.

　　2.C

　　Debt and equity traded securities in the trading book are excluded from thc credit risk charge, so A is incorrect. There is no charge for the U.S. government bond, regardless, so B is incorrect. In order to be excluded from the credit risk charge, the position must be marked to market, which is not likely for an investment in a venture capital fund due to the illiquid nature of venture capital investments.

　　3.B

　　A is incorrect. Netting can reduce exposures to derivative counterparties.

　　B is correct. Credit quality migration or transition matrices characterize the expected changes in credit quality of obligors.

　　C is incorrect. Embedded put options reduce downside price risk due to deteriorating credit quality.

　　They provide investors with default protection in the sense that the investor holds the right to force early redemption at a pre-specified price.

　　D is incorrect. Collateralization provides ways for direct reductions in credit exposure.

高顿网校温馨提醒：2016年FRM备考已经开始，为了帮助大家充分备考，体验实战，提供给大家FRM考试考点复习笔记，针对性地训练与模考，对学习过程进行全面总结。点击免费获取>>>

　　FRM考试免费题库【手机题库下载】| 在线直播

　　FRM高清网课免费体验 FRM名师精品班免费试听

　　精彩推荐：

FRM考试，FRM是什么？

2015年FRM考试常见问题解析

FRM考试在线高清视频指导

版权声明：本条内容自发布之日起，有效期为一个月。凡本网站注明“来源高顿教育”或“来源高顿网校”或“来源高顿”的所有作品，均为本网站合法拥有版权的作品，未经本网站授权，任何媒体、网站、个人不得转载、链接、转帖或以其他方式使用。经本网站合法授权的，应在授权范围内使用，且使用时必须注明“来源高顿教育”或“来源高顿网校”或“来源高顿”，并不得对作品中出现的“高顿”字样进行删减、替换等。违反上述声明者，本网站将依法追究其法律责任。本网站的部分资料转载自互联网，均尽力标明作者和出处。本网站转载的目的在于传递更多信息，并不意味着赞同其观点或证实其描述，本网站不对其真实性负责。如您认为本网站刊载作品涉及版权等问题，请与本网站联系(邮箱fawu@gaodun.com，电话：021-31587497)，本网站核实确认后会尽快予以处理。

展开全文咨询在线