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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
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reduce the probability and severity of losses resulting from risk management weakness--这句话是降低风险管理失误带来的损失还是损失数据?授课老师一直说的是损失数据,但是看起来这句话是价值层面上的损失呀
已回答A risk analyst notices that the distribution he is assessing has a large number of observations in the right tail which are mostly unexpected and a small number of observations in the left tail, many of which are also unexpected. Which of the following statistical measures would help the analyst identify the distribution’s characteristics? I.Variance of weekly price changes II.Kurtosis of weekly price changes A I only B II only C Both I and II D Neither I nor II 平均正确率:54.4% 正确答案:B你的答案:C 解析 The distribution is skewed and leptokurtic. To measure the magnitude of these skewed tails, the analyst needs to consider both the skewness and kurtosis.
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