Introduction of Credit Risk在FRM二级考试中的思维导图介绍！

发布时间：2021-04-23 09:18来源： 融跃教育FRM

备考FRM二级考试中，考生对于知识的记忆用思维导图对于考生是很方便的。Introduction of Credit Risk是信用风险管理与测量的内容，下面小编为大家用思维导图的方式为大家介绍一下相关知识，希望对备考的你有所帮助！

一、Credit Decision and Credit Analyst

1、Four primary components of credit risk evaluation：

The borrower’s capacity and willingness to repay the loan

The external environment

The characteristics of the credit instrument

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2、Qualitative credit analysis：

Gather information

Face to face meetings

"Name lending"

Inferring past performance into the future

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financial statements

二、Capital Structure in Banks

1、Credit Risk Factors

Probability of Default (PD)

Exposure Amount (EA)

Loss Rate (LR)

2、Expected loss (EL)

ELt=PDt*EAt*LRt

3、Unexpected losses (UL)

UL=VaR-EL

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Expected loss of portfolio is the sum of expected loss of each asset

portfolio unexpected loss (ULp)

希望以上的内容对你有帮助，如果您想了解更多FRM考试相关问题，点击在线咨询或者添加融跃FRM老师微信（rongyuejiaoyu），给您专业的指导帮助！