FRM真題在備考FRM考試中是考生必做的，尤其是歷年FRM考試的真題練習(xí)。也是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)，并對真題的知識點(diǎn)進(jìn)行總結(jié)，幫助自己進(jìn)行提升！下面是小編列舉的FRM真題例題解析，送給備考的你！

Pillar 1 of the Basel II framework allows banks to use various approaches to calculate the capital requirements for credit risk, operational risk, and market risk.

Which of the following Basel II approaches allows a bank to explicitly recognize diversification benefits?

A) The basic indicator approach for operational risk

B) The standardized approach for market risk

C) The internal models approach for market risk

D) The standardized approach for operational risk

答案：C

解析：The internal models approach allows banks to use risk measures derived from their own internal risk management models, subject to a set of qualitative conditions and quantitative standards. In terms of risk aggregation within market risk using the internal models approach, banks are explicitly allowed to recognize empirical correlations across broad market risk categories, and, thus, diversification benefits.

The standardized approach for market risk, on the other hand, assigns capital separately to each of debt securities, equity securities, foreign exchange risk, commodity risk, and options without consideration for correlations between different types of instruments. Thus, C is correct and B is incorrect.Also, Aand D are incorrect because operational risk cannot be diversified.

FRM考試的內(nèi)容就分享這么多，考生如果對FRM考試還有更多的疑問，可以文章評論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評論哦！