在備考FRM二級考試中，考生需要記憶大量的FRM公式，并且還需要會運用，不能死記硬背！在實際的考試中，考生不會給你提供任何的公式的，都是自己在平常中積累的。下面是FRM公式大全，送給備考的你！

Model Risk：

Model risk raises the possibility of (negative) outcomes resulting from ?inaccurate model outputs. It can arise in two ways:

(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.

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.

FRM考試的內(nèi)容就分享這么多，備考FRM資料必不可少，現(xiàn)在有FRM視頻題庫0元抽，更有iPad平板，需要的考生評論扣1！