風(fēng)險基礎(chǔ)管理（FRM）試題精選
Q-1.Match the following events to the corresponding risk type.
1.A rogue trader within an institution.
2.Stock XYZ decreases in price due to a market crisis.
3.Using a put option to hedge an equity exposure.
4.Counterparty sues bank to avoid meeting its obligations.
A.1: legal risk. 2: credit risk. 3: strategic risk. 4: credit risk.
B.1: business risk. 2: market risk. 3: market risk. 4: settlement risk.
C.1:operational risk. 2: equity price risk. 3: basis risk. 4: legal risk.
D.1:reputation risk, 2: basis risk. 3: credit risk. 4: legal risk.
Solution: C
1.A rogue trader within an institution is an example of operational risk.
2.Stock XYZ decreases in price due to a market crisis is an example of equity price risk.
3.Using a put option to hedge an equity exposure is an example of basis risk.
4.Counterparty sues bank to avoid meeting its obligations is an example of legal risk.
Solution: C
1.An insufficient training lead to misuse of order management system is an example of operational risk.
2.Widening of credit spreads represents an increase in market risk.
3.An option writer not honoring the obligation in a contract is a credit risk event.
4.When a contract is originated in multiple jurisdictions leading to problems with enforceability, there is legal risk.
Q-2.Which of the following statements regarding corporate risk governance is correct?
A.Management of the organization is ultimately responsible for risk oversight.
B.A risk committee is useful for enforcing the firm's risk governance principles.
C.Effective risk governance requires multiple levels of accountability and authority
D.The point of risk governance is to minimize the amount of risk taken by the organization.
Solution: B
The Board of Directors is ultimately responsible for risk oversight. Effective risk governance simply requires clear accountability; authority; and methods of communication; it is not necessary to have multiple levels. The point of risk governance is to consider the methods in which risk-taking is permitted, optimized, and monitored; it is not necessarily to minimize the amount of risk taken. The real point of risk governance is to increase the value of the organization from the perspective of the shareholders and/or stakeholders.》》》點我咨詢獲取更多FRM試題資料
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備注：（FRM備考資料包含：1、FRM專用英語詞匯 2、FRM一二級專用公式表3、FRM模擬習(xí)題 4、FRM歷年真題5、FRM前導(dǎo)課程6、FRM 報名流程指引圖7、FRM電子版資料 8、FRM考綱 9、FRM筆記）
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