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FRM真题考生在备考中一定要做一定的量，并且也要保证质。这对于考生通关考试是很重要的。下面是列举的相关真题，希望对备考生有所帮助！

The International Bank has backtested its VaR models and has found four exceptions. Under the Basel Committee Penalty Zone rules, how would this be classified and what would be the associated VAR multiplier?

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A) Green zone greater than 3

B) Yellow zone Multiplier of 3

C) Yellow zone Multiplier greater than 3

D) Green zone Multiplier of 3

答案：D

解析：The Green Zone is for up to 4 exceptions, Yellow being 5 – 9, and Red 10 or more. Green has a multiplier of 3, Yellow ranges from 3.4 to 3.85, and Red is 4.

The Basel market risk charges require VaR to be computed over a horizon of:

A) At least one year.

B) Two calendar weeks or ten trading days.

C) At least three months.

D) One month or 21 trading days.

答案：B

解析：The Basel Accord requires VaR to be calculated over a 2-week period or 10 trading days.

Basel II requires a backtest at a 99% confidence level of a bank’s internal value at risk (VaR) model (IMA). Assume the bank’s ten-day 99% VaR is $1 million (minimum of 99% is hard-wired per Basel). The null hypothesis is: the VaR model is accurate. Out of 1,000 observations, 25 exceptions are observed (we saw the actual loss exceed the VaR 25 out of 1000 observations).

A) We will probably call the VaR model good (accurate) but we risk a Type I error.

B) We will probably call the VaR model good (accurate) but we risk a Type II error.

C) We will probably call the model bad (inaccurate) but we risk a Type I error.

D) We will probably call the model bad (inaccurate) but we risk a Type II error.

答案：C

解析：We reject the model . Null = good model. To decide the model is bad model is to reject null and this implies a risk of type I error.

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