FRM一級(jí)考試中有大量的練習(xí)題是需要考生計(jì)算的，因此是需要用到FRM公式的。有的考生咨詢說(shuō)，關(guān)于FRM一級(jí)公式，備考中需要記憶嗎？答案是什么，隨融躍小編往下看！

關(guān)于FRM一級(jí)公式，考生一定要記憶的，不僅要記住還需要會(huì)熟練運(yùn)用。因?yàn)樵贔RM考試中考場(chǎng)不會(huì)提供任何的FRM公式的。

下面是小編列舉的關(guān)于FRM一級(jí)的相關(guān)公式，一起看看：

CAPM Assumptions：

Information is freely available.

Markets are frictionless.

Fractional investments are possible.

There is perfect competition.

Investors make their decisions solely based on expected returns and variances.

Market participants can borrow and lend unlimited amounts at the risk-free rate.

Expectations are homogenous.

Enterprise Risk Management (ERM)：

Integrated and centralized framework for managing firm risks in order to meet business objectives,minimize unexpected earnings volatility, and maximize firm value. Benefits include (1) increased organizational effectiveness, (2) better risk reporting, and (3) improved business performance.

Simulation Methods:

Monte Carlo simulations can model complex problems or estimate variables when there are small sample sizes. Basic steps are (1) specify data-generating process, (2) estimate unknown variable,(3) repeat steps 1 and 2 N times, (4) estimate quantity of interest, and (5) assess accuracy of standard error and increase N until required accuracy is achieved.

FRM考試的內(nèi)容就分享這么多，考生如果對(duì)FRM考試還有更多的疑問，可以文章評(píng)論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評(píng)論哦！