FRM11月的考試即將到來，在沖刺階段多做題，熟悉知識點，是考生們的重要任務。高頓網(wǎng)校FRM小編整理了模擬試題中錯誤率比較高的一些題目，供考生們參考。
　　1.For banks that use the advanced internal ratings-based (advanced IRB) approach to credit risk, the primary inputs to the capital calculations are:
　　A. Credit assessments of external rating agencies.
　　B. The banks' internal assessments ofkey risk drivers.
　　C. Mandated by bank supervisors.
　　D. Interest rates.
　　2.Pillar III of the Basel II accord includes all ofthe following requirements for internationally active banks except:
　　A. A formal disclosure policy should be established, and supported by a bank's board of directors.
　　B. Banks should operate above minimum regulatory capital ratios.
　　C. Financial statements that fairly retlect financial condition should be Pllblished reglllarly.
　　D. There should be specific remedial actions in the event of nondisclosure.
　　3.Which ofthe following statements would be considered a drawback of Basel III?
　　A. Procyclicality is a concem, and no countercyclical buffer is provided.
　　B. It does not consider diversification effects among risk classes.
　　C. Level 1 diversification benefits are not acknowledged.
　　D. There are no detailed disclosure requirements for risk management policies conceming credit risk.
　　Answer:
　　1.B
　　Under the advanced IRB approach, the bank uses its own intβmal measures of credit risk and exposure in capital calculations.
　　2.B
　　The requirement to operate above minimum regulatory capital ratios is a requirement laid out in Pillar II regarding the interaction of supervisors and internationally active banks. Note that Pillar III relates to market discipline and disclosure.
　　3.B
　　Basel III only considers Level 1 diversification benefits (Level 1: within specific class ofrisk,specific line ofbusiness).
　　Level 2a:within specific class of risk, across specific line of bussiness
　　Level 2b: across specific classes of risk, within a definite legal entity
　　Level 3:across definite classes of risk, across legal entities.