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一级考试公式表都有哪些?你了解吗?

FRM一级考试中,有大量的计算题,因此是需要用到公式的。下面是小编列举的相关公式,希望对备考的你有所帮助!

Unexpected Loss:

Unexpected loss represents the variability of potential losses and can be modeled using the definition of  standard deviation.>>>点击领取2021年FRM备考资料大礼包(戳我免·费领取)

Operational Risk:

Operational risk is defined as “the risk of direct and indirect loss resulting from inadequate or failed internal processes, people, and systems or from external events.”

Operational Risk Capital Requirements:

• Basic indicator approach: capital charge measured on a firmwide basis as a percentage of annual gross income.

• Standardized approach: banks divide activities among business lines; capital charge equals sum

for each business line. Capital for each business line determined with beta factors and annual gross income. 》》》想参加融跃FRM培训班点我咨询

• Advanced measurement approach: banks use their own methodologies for assessing operational risk. Capital allocation is based on the bank’s operational VaR.

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• Standardized measurement approach (SMA):

banks calculate a business indicator (BI),a BI component (% of BI), and a loss component (LC). The BI component is then multiplied by an internal loss multiplier (based on LC) to compute operational capital.

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