2021年新版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二级公式表,备考中的你一定要熟知!

备考FRM二级考试中,关于公式表对于考生是很重要的,一定要掌握相关的量。下文是小编列举的相关公式,希望对备考的你有所帮助!

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•Subprime borrowers have a history of either default or strong indicators of possible future default.

•Indicators of future default: past delinquencies, judgments, foreclosures, repossessions, charge-offs, and bankruptcy filings; low FICO scores; high debt service ratio of 50% or more.

• The vast majority of subprime loans are adjustable rate mortgages.

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Counterparty Risk:

The risk that a counterparty is unable or unwilling to live up to its contractual obligations.

Credit exposure: loss that is “conditional” on the counterparty defaulting. 》》》FRM复习资料点我咨询 

Recovery: measured by the recovery rate, which is the portion of the outstanding claim actually

recovered after default.

Wrong-way exposures: exposures that are negatively correlated with the counterparty’s credit quality.

They increase expected credit losses. Mark-to-market (MtM): accrual accounting measure that is equal to the sum of the MtM values of all contracts with a given counterparty.【资料下载】点击下载融跃教育FRM二级学习计划

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