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单选题 在市场风险模型中,历史模拟法和蒙特卡洛模拟法是两种常用方法.以下哪项是它们之间的主要区别
学科：默认课程
时间：2026-01-11 02:01:11
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题目1判断题
粪便嵌塞时可采取人工取便的方式掏出粪块,若粪块过于坚硬,应用力掏出A. 正确B. 错误
题目2单选题
A portfolio manager received a report on his fund's performance. According to the report, the portfolio return was 2.5% with a standard deviation of 21% and a beta of 1.2. The risk -free rate over this period was 3.5%,the semi-standard deviation of the portfolio was 16%,and the tracking error of the fund was 2%. What is the difference between the value of the fund's Sortino ratio (assuming the risk-free rate is the minimum acceptable return) and its Sharpe ratio? ( )A. 0.563B. 0.347C. 0.053D. -0.015
题目3单选题
如下哪一个利率不能被作为折现率使用?( )A. 即期利率B. 远期利率C. 到期收益率D. 平价利率
题目4单选题
下列哪项不属于金融风险辨识的核心目标A. 识别潜在风险因素B. 评估风险发生概率C. 界定风险影响范围D. 确定风险所属类别
题目5单选题
下列关于压力测试在流动性风险管理中作用的描述,正确的是A. 仅用于评估正常市场环境下的流动性状况B. 可模拟极端市场条件下的流动性缺口C. 无法帮助识别潜在的流动性风险点D. 主要依赖历史数据进行预测
题目6单选题
Which of the following statements about CreditMetrics is TRUEA. It models default probability as a Poisson processB. It uses rating transition matrices to estimate credit lossesC. It assumes constant recovery rates for all assetsD. It only considers default risk, not credit spread risk
题目7单选题
巴塞尔协议III中,杠杆率的计算基础是A. 风险加权资产B. 表内外资产余额C. 核心资本净额D. 一级资本净额
题目8单选题
A bond with a face value of $100, coupon rate of 5% (annual payment), and maturity of 3 years has a yield to maturity of 4%. What is the bond's convexityA. 8.62B. 8.85C. 9.03D. 9.21
题目9单选题
巴塞尔协议2要求银行披露的信息不包括( )A. 资本结构B. 风险暴露C. 资本充足率D. 股东个人资产状况
题目10单选题
以下哪个不是VaR的主要用途?( )A. 评估投资组合的风险B. 确定投资组合的收益C. 设定资本充足率D. 监控市场风险
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