2020 05FRM二级前导班_框架介绍_电子阅读版.pdf

金程教育GOLDEN FUTURE复习策略2019年5月与11月考试出题特点。计算题逐渐减少，理论题逐渐增多。出现结合给出情景，回答多个小题的题目类型。题目中有部分题目不再是有直观的答案，而是要选择best answer。.。内容覆盖比较全面。复习备考建议通读Core Reading,保证有一个宏观的知识框架。锻炼主观判断能力，对知识点要反复熟悉，保证对知识点的深入把握；培养Common Sense,从而能够灵活应对best answer-一类的题目。概念题建议以看资料为主，做题为辅，因为这部分出题很活；计算题在了解概念、原理、公式的情况下多做题。3-58专业创新增值金程教育GOLDEN FUTURE知识框架Market Risk Measurement and ManagementCredit Risk Measurement and ManagementOperational Risk and Resiliency二级权重Liquidity and Treasury Risk Measurement and ManagementRisk Management and Investment ManagementCurrent Issues in Financial MarketsMarket Risk Measurement and ManagementCredit Risk Measurement and ManagementOperational Risk and ResiliencyLiquidity and Treasury Risk Measurement andManagement4-58专业创新增值金程教育GOLDEN FUTUREReview 1:Value at RiskValue at RiskVaR is the maximum loss over a target horizon and for a givenconfidence level.400Frequency350VaR3005%ofobservations25020015010050-$160-$120-$80-$40$0$40$80$120$1605-58专业创新增值