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FRM问答

FRM问答

FRM问答包含在线课程、FMR通关课程、FRM试题等所有FRM相关问题,每个问题老师均会在24小时内给出答疑回复哦!

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Credit Risk Q 66 page 32-76, why the answer is C? If i gain in value from the froward (increase in exposure). the producer suffers more loss (PD increases) why the answer is not D? My exposure increases (or fixed because my gain is the premium of selling put), while the PD decreases (stock price up)

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關於Credit risk百題, question 50, page 25-76. Why the answer is D? why the answer is not B as foreign exchange contract is related to exchange of whole notional amount , foreign exchange contract should have the greatest credit exposure, why B is not the answer?

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第29题怎么做

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關於Credit risk百題, question 41, page 21-76, question 1: what is the meaning of unconditional PD 1% in this question? it is for what purpose? question 2: the answer mentions that (-2.33-(-0.4))/0.9165 should be = -2.158, why the answer is 1.8% ? question 3: what if the question is changed to "unconditional PD 3% or 4%" , then what will be the new formulas to find the new answers?

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28题为什么是100x>3500两边的单位不一样啊?一个是onnce一个是美元

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请问几何平均值怎么计算?是下面哪种算法?

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请问标红的句子怎么理解,相关系数和回归中的b值有什么区别?

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老师说t值越大越显著,越小越不显著,需要拒绝。但是看这道题,t值是3.53,比其他的树大很多,比较显著,应该是不拒绝的,但是从pvalue的值看,他又是要拒绝的。怎么看显不显著呢?

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130题选项B错在哪里?

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第99题,标准的收益率为什么不用8,而要重新用CAPN计算?

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