FRM考試分為FRM一級(jí)考試和FRM二級(jí)考試，共有十個(gè)科目，在備考之中，考生需要對(duì)相關(guān)的金融知識(shí)有清晰的了解與掌握。學(xué)習(xí)FRM，建議學(xué)網(wǎng)課與做習(xí)題一起，這樣才能達(dá)到想要的效果。才能掌握住FRM考試的知識(shí)點(diǎn)，下文是小編列舉的FRM真題練習(xí)，來幫助你鞏固FRM知識(shí)點(diǎn)的學(xué)習(xí)。

Which of the following statements about combating model risk are incorrect?

I. If a position is known to have considerable model risk. Afirm can limit its exposure by imposing a tighter position limit》》》戳：各科視頻講義+歷年真題+21年原版書（PDF版）免·費(fèi)領(lǐng)取

II. If we always choose the model that takes into account the largest number of real-world factors that affect prices. The firm’s exposure to model risk will be reduced

III. Running regular stress tests or scenario analyses to test the volatility. Correlation and liquidity assumptions in model helps reduce model risk

IV. Risk managers should check the trader’s pricing model to ensure that model calibration is up-to-date and that models are upgraded in line with market best practice and to ensure that obsolete models are identified and taken out of use

A) None are true

B) II only

C) I, III and IV

D) I, II and III

答案：B》》》想了解更多21年FRM備考技巧的點(diǎn)我咨詢

解析：A. I is correct because by considering potential model risk exposure in setting position limits is one of the institutional methods of dealing with model risk highlighted in the chapter of model risk by Kevin Dowd.

B. II is wrong and take note this is exactly what the question is asking for! Statement (II) is wrong because unnecessary complexity is never a virtue, in fact, exposure to model risk is reduced if  practitioners always choose the simplest reasonable model for the task at hand.

C. III is correct because by running regular stress tests can help to determine prospective losses if the models’assumptions don’t hold and the scenario analyses help to test the degree of dependence on particular assumptions. 【資料下載】[融躍財(cái)經(jīng)]FRM一級(jí)ya題-pdf版

D. IV is correct because it has always been risk management best practice to have independent assessment of traders’models by risk managers, and to prevent traders from hiding losses by manipulating their own models. This statement is quoted as a way to combat model risk in the Kevin Dowd’s book.

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