2021年新版FRM备考资料下载
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FRM二级公式:备考FRM必不可少!

FRM考试中,是有大量的计算器的,因此是需要考生计算的。在计算中少不了FRM公式。考生一定要掌握住相关的FRM公式量。下面是小编列举的关于FRM二级考试的相关公式,备考FRM的你必不可少!

Repurchase Agreements (Repos)》》》2021年新版FRM一二级内部资料免 费领取!【精华版】

• Bilateral contracts where one party sells a security at a specified price with a commitment to buy back the security at a future date at a higher price.

• From the perspective of the borrower: repos offer relatively cheap sources of short-term funds.

• From the perspective of the lender: reverse

repos are used for either investing or financing purposes.

Liquidity Transfer Pricing (LTP)

LTP is the process of attributing the costs, benefits, and risks associated with liquidity

to appropriate business units of the bank.

Approaches used in LTP include zero cost, pooled average cost, separate average cost, and marginal cost. LTP best practice is to use the marginal cost approach, which incorporates actual market costs of funding to calculate liquidity spread.》》》点击咨询FRM特惠课程

Contingency Funding Plans (CFPs)

Design considerations of CFPs include:

• Alignment to business and risk profiles.

• Integration with broader risk management frameworks.

• Operational, actionable, and flexible playbooks.

• Inclusive of appropriate stakeholder groups.

• Communication plan support.

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Methods for Pricing Deposits:【资料下载】FRM一级思维导图PDF版

Cost-plus pricing: prices the deposit service such that the amount covers the direct and overhead

costs associated with providing the service, as well as a profit margin.

Marginal cost pricing: compares the cost of raising additional funds with the yield the financial institution earns on the assets with which it invests the additional funds.

Conditional pricing: bases deposit fees on a condition, such as a minimum balance to be maintained in an account.

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