FRM公式，备考FRM二级考试的你不可或缺！

备考FRM的考生应该清楚，在FRM二级考试中是有大量的计算题的。考生需要对相关公式要掌握住，不仅能记住还需要熟练运用。下面是小编列举的FRM公式，备考FRM二级考试的你不可或缺！

Money Laundering and the Financing of Terrorism (ML/FT)：

Banks must determine which customers pose a low or high risk of ML/FT using customer due diligence (CDD). Lines of defense to mitigate ML/FT risks include (1) business units (e.g., customer facing activities), (2) the chief ML/FT officer, and (3) internal and external audits.》》》戳：各科视频讲义+历年真题+21年原版书（PDF版）免·费领取

Basel II: Three Pillars：

Pillar 1: Minimum capital requirements. Banks should maintain a minimum level of capital to cover credit, market, and operational risks.

Pillar 2: Supervisory review process. Banks should assess the adequacy of capital relative to risk, and supervisors should review and take corrective action if problems occur.

Pillar 3: Market discipline. Risks should be

adequately disclosed in order to allow market participants to assess a bank’s risk profile and the

adequacy of its capital.【资料下载】点击下载FRM二级思维导图PDF版

Market Risk Capital Requirements：

Standardized method: determines capital charges associated with various market risk exposures (equity risk, interest rate risk, foreign exchange risk, commodity risk, and option risk). The market risk capital charge for each market risk is computed as 8% of its market-risky assets.

Internal models approach: allows a bank to use its own risk management systems to determine its market risk capital charge. The market risk charge is the higher of (1) the previous day’s VaR or(2) the average VaR over the last 60 business days adjusted by a multiplicative factor (subject to a floor of 3).》》》报名繁琐？找融跃教育FRM考试免费代报名服务

如果想要获得更多关于FRM考试的公式，点击在线咨询或者添加融跃老师微信（rongyuejiaoyu）！