FRM Part 1 Practice Questions Practice Test

Frequently asked questions

How many FRM Part 1 Practice Questions practice questions are here?+

A full bank of original FRM Part 1 Practice Questions practice questions across the official content areas, weighted like the real exam, with explanations. Free, no signup.

What is the FRM Part 1 Practice Questions exam like?+

A multiple-choice exam. Practice by topic here, then take the full timed mock exam to gauge readiness.

Are these the real exam questions?+

No. Every question is 100% original, written from public primary sources with explanations. We never copy real exam questions or paid prep material.

Can I study in Chinese or Spanish?+

PrepPass practice is in English, 中文 and Español. The official exam is in English — switch the question language to English any time to rehearse the exact terminology you'll see on test day.

Sample practice questions

A few real questions from this free bank, with full explanations. Use the practice tool above for the whole set.

  1. 1. Foundations of Risk Management

    The risk that a counterparty fails to meet its financial obligations is:

    • a.Market risk
    • b.Credit risk
    • c.Liquidity risk
    • d.Model risk

    Answer: b

    Explanation: Credit (default) risk is the risk a counterparty does not pay as agreed.

  2. 2. Foundations of Risk Management

    The risk of loss from movements in prices, rates, or volatility is:

    • a.Market risk
    • b.Operational risk
    • c.Legal risk
    • d.Reputation risk

    Answer: a

    Explanation: Market risk stems from changes in market prices and rates.

  3. 3. Foundations of Risk Management

    The risk that an asset cannot be sold quickly without a large price concession is:

    • a.Credit risk
    • b.Market risk
    • c.Operational risk
    • d.Liquidity risk

    Answer: d

    Explanation: Liquidity risk is the difficulty of transacting without moving the price.

  4. 4. Quantitative Analysis

    The normal distribution is:

    • a.Symmetric and bell-shaped
    • b.Always skewed right
    • c.Uniform
    • d.Bimodal by definition

    Answer: a

    Explanation: The normal distribution is symmetric and bell-shaped around its mean.

  5. 5. Quantitative Analysis

    Variance is:

    • a.The square root of the mean
    • b.Always negative
    • c.The same as correlation
    • d.The square of the standard deviation

    Answer: d

    Explanation: Variance equals the standard deviation squared.

  6. 6. Financial Markets & Products

    A key difference between futures and forwards is that futures are:

    • a.Exchange-traded and marked to market daily
    • b.Always customized and unregulated
    • c.Never settled
    • d.Options, not obligations

    Answer: a

    Explanation: Futures are standardized, exchange-traded, and marked to market daily; forwards are OTC.

  7. 7. Financial Markets & Products

    Using derivatives to reduce an existing exposure is called:

    • a.Speculating
    • b.Arbitraging
    • c.Leveraging
    • d.Hedging

    Answer: d

    Explanation: Hedging uses derivatives to offset an existing risk exposure.

  8. 8. Valuation & Risk Models

    A key limitation of VaR is that it:

    • a.Says little about the size of losses beyond the threshold
    • b.Cannot be computed
    • c.Only applies to stocks
    • d.Guarantees no larger loss

    Answer: a

    Explanation: VaR does not describe the magnitude of losses in the tail beyond the threshold.

  9. 9. Valuation & Risk Models

    Expected shortfall (conditional VaR) measures:

    • a.The best-case gain
    • b.The median return
    • c.The risk-free rate
    • d.The average loss given that losses exceed the VaR threshold

    Answer: d

    Explanation: Expected shortfall averages losses in the tail beyond VaR.

  10. 10. Credit & Operational Risk

    Expected credit loss is commonly modeled as a function of:

    • a.Probability of default, loss given default, and exposure at default
    • b.Only the coupon
    • c.Only the maturity
    • d.The stock price alone

    Answer: a

    Explanation: Expected loss ≈ PD × LGD × EAD.

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