FRM真題是歷年FRM考試的題目，是FRM考試的重難點地方，因此建議考生在考前能夠進行至少三套真題的練習，并對真題的知識點進行總結，幫助自己進行提升！

The Basel II accord requires a supervisory backtesting framework with all of the following components except:

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A) Seven zones with different plus factors.

B) Verifies daily deviations from estimated VaR.

C) Extends over a 1-year period (i.e., 250 trading days).

D) Amultiplier that is subject to a floor of three

答案：A

解析：The backtesting framework only includes three zones: green, yellow, and red. The plus factor determined from these zones is added to the multiplier floor of three.

In calculating the market risk capital requirement, the following statements are all true except:

A) Both VaR and stressed VaR are considered in calculating capital charge of market risk.

B) Average value of VaR in the preceding 60 business days is taken into account.

C) The equation for calculating market risk capital requirement uses a 99% two-tail confidence interval.

D) Only VaR is used when generating backtest results.

答案：C

解析：The equation for calculation market risk capital requirement uses a 99% one-tail confidence interval.

Tier 2 capital would include:

A) Both cumulative preferred stock and loan loss reserves.

B) Cumulative preferred stock, but not loan loss reserves.掃碼預約

C) Unused loan loss reserves, but not cumulative preferred stock.

D) Neither cumulative preferred stock nor loan loss reserves.

答案：A

解析:Tier 2 capital includes assets that are available to protect depositors, but involves a charge against future income or has a limited life. Cumulative preferred stock involves a charge against future income, and loss reserves have a limited life, so both would be included in Tier 2 capital.

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