1、A call center receives an average of three phone calls per hour. The probability that they will receive 8 calls in an 5-hour day is closest to:
A. 1.94%
B. 4.37%
C. 3.66%
D. 2.40%
金程FRM解析：After incurring huge trading losses, Leeson made an effort to recover those losses by abandoning his original hedged position in a long-short futures arbitrage strategy and initiated a long-long futures position on two trading exchanges. As well, one of his other trading strategies was selling straddles on the Nikkei 225 (which would have been profitable had the underlying index remained relatively unchanged).
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2、 Regarding corporate risk governance, which of the following statements is not wrong?
A. Management of the organization is ultimately responsible for risk oversight.
B. The point of risk governance is to minimize the amount of risk taken by the organization.
C. Effective risk governance requires multiple levels of accountability and authority.
D. A risk committee is useful for enforcing the firm’s risk governance principles
金程FRM解析：Answer: C
The Board of Directors is ultimately responsible for risk oversight.
Effective risk governance simply requires dear 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.
3、Many statistical problems arise when estimating relationships using regression analysis. Some of these problems are due to the assumptions behind the regression model. Which of the following are these problems?
I.Multicollinearity
II.Heteroscedasticity
III.Autocorrelation
IV.Stratification
A.I,II and III
B.I,II and IV
C.II and III
D.all of the above
金程FRM解析：Answer: A
Stratification is not related to regression analysis. Choices I, II, and III describe situations that can produce inaccurate descriptions of the relationship between the independent and dependent variables. Multicollinearity occurs when the independent variables are themselves correlated, Heteroscedasticity occurs when the variances are different across observations, and autocorrelation occurs when successive observations are influenced by the proceeding observations.
4、Which of the following statements regarding corporate risk governance is wrong?
I Management of the organization is ultimately responsible for risk oversight.
II A risk committee is useful for enforcing the firm’s risk governance principles.
III Effective risk governance requires multiple levels of accountability and authority.
IV The point of risk governance is to minimize the amount of risk taken by the organization.
A. I、III
B. II
C. I、III、IV
D. all of the above
金程FRM解析：Answer: C
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.
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備注：（FRM備考資料包含：1、FRM專用英語(yǔ)詞匯 2、FRM一二級(jí)專用公式表3、FRM模擬習(xí)題 4、FRM前導(dǎo)課程5、FRM 報(bào)名流程指引圖6、FRM電子版資料 7、FRM考綱 8、FRM筆記）
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