FRM公式大全，送给备考的你！

发布时间：2021-05-06 09:27编辑：融跃教育FRM

在备考FRM二级考试中，考生需要记忆大量的FRM公式，并且还需要会运用，不能死记硬背！在实际的考试中，考生不会给你提供任何的公式的，都是自己在平常中积累的。下面是FRM公式大全，送给备考的你！

Model Risk：

Model risk raises the possibility of (negative) outcomes resulting from inaccurate model outputs. It can arise in two ways:》》》点击领取2021年FRM备考资料大礼包（戳我免费领取）

(1) model has significant errors and produces faulty outputs, and

(2) model is used out of context or is not used properly for its intended purposes.

Rating Model Validation：

Qualitative validation:

(1) obtaining probabilities of default

(2) completeness

(3) objectivity

(4) acceptance

(5) consistency.

Quantitative validation:

(1) sample representativeness

(2) discriminatory power

(3) dynamic properties

(4) calibration.【资料下载】点击下载融跃教育金融专业英语词汇大全.pdf

Risk-Adjusted Return on Capital：

The RAROC measure is essential to successful integrated risk management. Its main function is to relate the return on capital to the riskiness of firm investments. The RAROC is risk- adjusted return divided by risk-adjusted capital (i.e., economic capital).

Capital Plan Rule：

• Mandates that bank holding companies develop a capital plan and evaluate capital adequacy.

• Capital adequacy process includes: risk management foundation, resource and loss estimation methods, impact on capital adequacy, capital planning and internal controls policies, and governance oversight.

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