備考FRM考試，F(xiàn)RM真題是必不可少的，考生在備考中一定要做大量的歷年真題。FRM真題是歷年FRM考試的題目，是FRM考試的重難點地方，因此建議考生在考前能夠進行至少三套真題的練習(xí)，并對真題的知識點進行總結(jié)，幫助自己進行提升！哪里有FRM真題可以練習(xí)？

下面是小編列舉的一個例題，先來看看吧！

Which of the following about the most common distribution used for peaks-over-threshold is false?

I. The distribution requires a threshold, shape, and scaling parameter.

II. The distribution of these extreme values follows the GEV distribution.

III. The distribution produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reached the extreme tail.

IV. The distribution provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

A) I and II

B) II only

C) III and IV

D) IV only

答案：B

解析：GPD requires a threshold, shape, and scaling parameter. The distribution of these extreme values follows the GPD. GPD produces a curve that dips below the normal distribution prior to the tail and then moves above the normal distribution in a curved shape until it reaches the extreme tail. GPD provides a more accurate estimate of the event probabilities in the distribution tail, allowing VaR to be computed at high confidence levels.

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！