備考FRM考試，F(xiàn)RM真題是必不可少的，考生在備考中一定要做大量的歷年真題。FRM真題是歷年FRM考試的題目，是FRM考試的重難點(diǎn)地方，因此建議考生在考前能夠進(jìn)行至少三套真題的練習(xí)，并對(duì)真題的知識(shí)點(diǎn)進(jìn)行總結(jié)，幫助自己進(jìn)行提升！哪里有FRM真題可以練習(xí)？

小編建議選擇融躍FRM題庫，里面有大量的FRM真題練習(xí)，能夠滿足考生備考的需求。點(diǎn)擊了解詳情！

下面是小編列舉的一個(gè)例題，先來看看吧！

Which of the following about the most common distribution used for peaks-over-threshold is false?

I. The distribution requires a threshold, shape, and scaling parameter.

II. The distribution of these extreme values follows the GEV distribution.

III. The distribution produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reached the extreme tail.》》》戳：各科視頻講義+歷年真題+21年原版書（PDF版）免·費(fèi)領(lǐng)取

IV. The distribution provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

A) I and II

B) II only

C) III and IV

D) IV only

答案：B【資料下載】FRM一級(jí)思維導(dǎo)圖PDF版

解析：GPD requires a threshold, shape, and scaling parameter. The distribution of these extreme values follows the GPD. GPD produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reaches the extreme tail. GPD provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

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