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FRM考试中Evaluate and apply tools and procedure包含哪些内容?

Evaluate and apply tools and procedure是评估并应用工具和程序的意思,在FRM考试中主要包含哪些内容呢?

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2021FRM备考资料大礼包

Types:

Quantitative Measures:

Value at risk (VaR) states a certain loss amount and its probability of occurring.

Economic capital refers to holding sufficient liquid reserves to cover a potential loss.

Qualitative Assessment:

Scenario analysis takes into account potential risk factors with uncertainties that are often non-quantifiable.

Stress testing is a form of scenario analysis that examines a financial outcome based on a grven “tress” on the entity.

Enterprise Risk Management (ERM):

ERM takes an integrative approach to risk management within an entire entity, dispensing of the traditional approach of independently managing risk within each department or division of an entity.

大致意思如下:【资料下载】点击下载融跃教育FRM考试公式表

类型:

定量测量:风险价值(VaR)表示一定的损失金额及其发生的概率。持有足够的流动性资本储备是指弥补潜在的经济损失。

定性评估:情景分析考虑了潜在的风险因素和不确定性,这些不确定性通常是不可量化的。压力测试是情景分析的一种形式,它根据实体的“压力”来检查财务结果。

企业风险管理(ERM):企业风险管理在整个实体内采用一体化的风险管理方法,摒弃了实体内每个部门或部门独立管理风险的传统方法。