FRM考試?yán)}解析考生有必要看嗎？這是近幾天考生咨詢zui多的問題，關(guān)于答案小編想說的是當(dāng)然有必要了，尤其是近幾年的真題解析，下文是列舉的相關(guān)真題解析，備考生看過來！

In managing model risk, risk managers should do all of the following expect:

A) Try to eliminate model risk.

B) Avoid adding complexity to a model unless there is a strong need.

C) Backtest and stress test models.

D) Check the sensitivity of a model’s performance to changes in key assumptions.

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答案：A

解析：Model risk cannot be eliminated.Arisk manager can protect against some of the adverse consequences of model risk by becoming aware of the limitations of a model and applying it only to situations for which it is appropriate.

One would generally expect model risk to be least for a model that prices:

A) put options

B) Treasury bonds

C) callable corporate bonds

D) barrier options

答案：B

解析：Less model risk is expected when pricing less complex securities.

Which of the following accords first required banks to hold capital for operational risk?

A) Basel I.

B) The 1996Amendment to Basel I.

C) Basel II.

D) Solvency II.

答案：C

解析：Basel II requires banks to maintain capital for operational risks. Banks can use three methods to measure operational risk. They are the basic indicator approach, the standardized approach, and the advanced measurement approach .

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