FRM考試是全英文考試，并且都是選擇題的形式，因此，考生在備考中需要掌握相關(guān)的知識(shí)點(diǎn)。另外，想要順利通過(guò)考試，考生還需要借助相關(guān)的學(xué)習(xí)資料和網(wǎng)課。近日，也有考生咨詢，馬上要考試了，自己還需不需要做FRM真題練習(xí)？

關(guān)于FRM真題練習(xí)，越是臨近考試，越是很有必要的，考生一定要重視起來(lái)。尤其是近幾年的FRM真題練習(xí)。

In the latest guidelines for computing capital for incremental risk in the trading book, the incremental risk charge (IRC) addresses a number of perceived shortcomings in the 99 %/10-day VaR framework. Which of the following statements about the IRC are correct?

I. For all IRC-covered positions, the IRC model must measure losses due to default and migration over a one-year horizon at a 99% confidence level.

II. Abank can incorporate into its IRC model any securitization positions that hedge underlying credit instruments held in the trading account.

III. Abank must calculate the IRC measure at least weekly, or more frequently as directed by its supervisor.

IV. The incremental risk capital charge is the maximum of (1) the average of the IRC measures over 12 weeks and (2) the most recent IRC measure.

A) I and II

B) III and IV

C) I, II, and III

D) II, III, and IV

答案：B

解析：Confidence level is 99.9%. Securitizations are subject to the banking book capital requirements.

FRM考試的內(nèi)容就分享這么多，考生如果對(duì)FRM考試還有更多的疑問(wèn)，可以文章評(píng)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(píng)論哦！