FRM考試內(nèi)容有哪些？?jī)?nèi)附歷年真題！

FRM考試內(nèi)容有哪些？?jī)?nèi)附歷年真題！金融風(fēng)險(xiǎn)管理師考試，也就是大家熟悉的FRM考試，由美國(guó)GARP協(xié)會(huì)主辦，考試由兩級(jí)構(gòu)成，下面一起來(lái)看看FRM兩級(jí)考試的內(nèi)容吧！還給大家準(zhǔn)備了FRM歷年真題，供大家參考！

一、FRM考試內(nèi)容匯總

FRM一級(jí)（共四門科目）
1、Foundations of Risk Management風(fēng)險(xiǎn)管理基礎(chǔ)（大約占20%）
2、Quantitative Analysis定量分析（大約占20%）
3、Valuation and Risk Models估值與風(fēng)險(xiǎn)模型（大約占30%）
4、Financial Markets and Products金融市場(chǎng)與產(chǎn)品（大約占30%）
FRM二級(jí)（共六門科目）
1、Market Risk Measurement and Management市場(chǎng)風(fēng)險(xiǎn)計(jì)量和管理（大約占20%）
2、Credit Risk Measurement and Management信用風(fēng)險(xiǎn)計(jì)量和管理（大約占20%）
3、Operational and Integrated Risk Management操作風(fēng)險(xiǎn)與彈性（大約占20%）
4、Liquidity and Treasury Risk Measurement and Management流動(dòng)性與資金風(fēng)險(xiǎn)計(jì)量和管理（大約占15%）
5、Risk Management and Investment Management風(fēng)險(xiǎn)管理和投資管理（大約占15%）
6、Current Issues in Financial Markets當(dāng)期金融市場(chǎng)熱點(diǎn)問(wèn)題（大約占10%）

二、FRM真題展示
Portfolio X’s required return is 0.05+0.9×(0.12-0.05)=11.3%.It is expected toreturn 13%.The portfolio has an expected excess return of 1.7%
Portfolio Y’s required return is 0.05+1.1×(0.12-0.05)=12.7%.It is expected toreturn 14%.The portfolio has an expected excess return of 1.3%.Since both portfolios are undervalued,the investor should sell the portfolio that offers
less excess return.Sell Portfolio Y because its excess return is less than that of PortfolioX.4.Peter Stone is considering buying a$100 face value,semi-annual couponbond with a quoted price of 105.19.His colleague points out that the bondistrading ex-coupon.Which of the following choices best represents what Stonewill pay for the bond?(保留)
A.$105.19 plus accrued interest.
B.$105.19.
C.$105.19 minus accrued interest.
D.$105.19 minus the coupon payment.
真題解析：
Answer:B
Since the bond is trading ex-coupon,the buyer will pay the seller the clean price,or
the price without accrued interest.So,Stone will pay the quoted price.The choice$105.19plus accrued interest represents the dirty price(also known as full price).This bond wouldbe said to trade cum-coupon.