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备考7月FRM一级考试，你怎能少得了FRM公式？

距离7月FRM一级考试也不远了，在备考中的你千万不能松懈。因为在FRM一级考试中有大量的计算题，因此，FRM公式是必不可少的。下文是小编列举的有关FRM一级公式，希望对备考的你有所帮助！

Treasury Bond Futures：》》》2021年新版FRM一二级内部资料免 费领取！【精华版】

In a T-bond futures contract, any government bond with more than 15 years to maturity on the first of the delivery month (and not callable within 15 years) is deliverable on the contract. The procedure to determine which bond is the cheapest-to-deliver

(CTD) is as follows:

cash received by the short = (QFP x CF) + Al

cost to purchase bond = QBP + Al

where:  》》》点我咨询21年FRM备考技巧

QFP = quoted futures price

CF = conversion factor

QBP = quoted bond price

Al = accrued interest

The CTD is the bond that minimizes the

following: QBP - (QFP x CF). This formula calculates the cost of delivering the bond.

Loss Frequency and Loss Severity：【资料下载】FRM一级思维导图PDF版

Operational risk losses are classified along two independent dimensions:

Loss frequency: the number of losses over a specific time period (typically one year). Often modeled with the Poisson distribution (a distribution that models random events).

Loss severity: value of financial loss suffered. Often modeled with the lognormal distribution (distribution is asymmetrical and has fat tails).

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