FRM一级易错题汇总2019年整理版Omittedvariablebiasoccurswhentheomittedvariableiscorrelatedwiththeincludedregressorandisadeterminantofthedependentvariable.volatilityShorthedgeposition=LongthebasisHedgingistoforsurethatthechangeoftheinterestratewillnotinfectthevalueofthecontract.Benefit依次是：0、0.5、1、0.5利率由前一个swapdate决定6-monthLIBOR的表示
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，依然是年华的，需要折算CurrentbalanceisthePVofthepool.Optionvalueis＄300000,optionquantityis100000张.续Putcallparity中的所有项，都是0时刻的PV续17.Thechiefriskofficerofaninternationalbankisinstructinghisdirectreportsonbestpracticesforconductingcountryriskanalysisandpresentingthefindingstoseniorexecutives.Whichofthefollowingrecommendationswouldbeconsideredthemostquestionable?A.Riskanalysisshouldbeconsistent,usingrigorousframeworksthatallowforvalidcross-countycomparison.B.Riskreportsshouldbeconcise,witheasytounderstandconclusionthathavesufficientdetailtomakethemmeaningful.C.Riskreportsshouldbeinformative,providingtheendusertherationablebehindanyassessmentwithoutand“blackboxes’thataredifficulttounderstand.D.Riskanalysisshouldbeopen–ended,presentingseveralscenariosandtakingnoparticularpositiononanyissuethatcouldbiasdecision-makers.变的-不变的*conversionfactor(对应的)quote:cleanprice，但实际买卖(settlement)按照dirtyprice100M*6.9*1bp=94.062/100*0.1M*9.1*N*1bpBondsarealsoclassifiedaccordingtothetypeofsecuritythatbacksthemup.Amortgagebondisbackedbytheissuer'spledgeofbuildings,land,andequipmentassecurity.Adebenturebondisbackedonlybytheissuer'spromisetopaywhentheinterestandprincipalaredue（没有抵押物）RoleandResponsibilitiesofCRO�Providingtheoverallleadership,vision,anddirectionforenterpriseriskmanagement;�Establishinganintegratedriskmanagementframeworkforallaspectsofrisksacrosstheorganization;�Developingriskmanagementpolicies,includingthequantificationofthefirm'sriskappetitethroughspecificrisklimits;�Implementingasetofriskindicatorsandreports,includinglossesandincidents,keyriskexposures,andearlywarningindicators;�Allocatingeconomiccapitaltobusinessactivitiesbasedonrisk,andoptimizingthecompany'sriskportfoliothroughbusinessactivitiesandrisktransferstrategies;�Communicatingthecompany'sriskprofiletokeystakeholderssuchastheboardofdirectors,regulators,stockanalysts,ratingagencies,andbusinesspartners;�Developingtheanalytical,systems,anddatamanagementcapabilitiestosupporttheriskmanagementprogram.Theinternalshouldmimictheexternal.100M*6.9*1bp=94.062/100*0.1M*9.1*N*1bpOptionvalue=delta*S(underlying)Delta不要欠考虑Confidencelevel不包含端点；significancelevel包含端点
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