新版FRM备考资料下载
  • 考纲对比
  • 学习计划
  • 思维导图
  • 复习资料
  • 历年真题
  • 词典及公式

FRM一级公式,考生有必要记忆吗?

FRM一级公式,考生有必要记忆吗?这是在备考中考生提到zui多的问题。考生说关于公式不仅量多而且还难记忆,但是在一级考试中有大量练习题,因此记忆相关的公式是很重要的。下文是小编列举的相关FRM一级公式,一起看看吧!

Credit Ratings:>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

At-the-point approach: goal is to predict the credit quality over a relatively short horizon of a few

months or, more generally, a year. Through-the-cycle approach: focuses on a longer time horizon and includes the effects of forecasted cycles.

Country Risk:》》》想参加融跃FRM培训班点我咨询 

Sources of country risk: (1) where the country is in the economic growth life cycle, (2) political risks,(3) the legal systems of a country, including both the structure and the efficiency of legal systems,and (4) economic structure, including the level of diversification.

Factors influencing sovereign default risk: (1) a country’s level of indebtedness, (2) obligations such as pension and social service commitments,(3) a country’s level of and stability of tax receipts,(4) political risks, and (5) backing from other countries or entities.

Expected Loss:【资料下载】点击下载融跃教育FRM二级学习计划

The expected loss (EL) represents the decrease in value of an asset (portfolio) with a given exposure, subject to a positive probability of default.EL = probability of default (PD) x loss given default (LGD)

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