FRM二級(jí)考試公式，真的對(duì)于考試重要嗎？這是近日在備考中考生咨詢zui多的問(wèn)題。小編在此提醒廣大考生，F(xiàn)RM公式真的很重要，考生一定要熟記并能熟練運(yùn)用！在考試中，是不提供任何FRM公式的！

ABS/MBS Performance Tools：

Auto loans: loss curves, absolute prepayment speed. Credit card debt: delinquency ratio, default ratio,monthly payment rate.

Mortgages: debt service coverage ratio, weighted average coupon, weighted average maturity,

weighted average life, single monthly mortality, constant prepayment rate, Public Securities Association.

Credit Risk Portfolio Models：

These models attempt to estimate a portfolio’s credit value at risk. Credit VaR differs from market VaR in that it measures losses that are due specifically to default risk and credit deterioration risk.

CreditRisk+: determines default probability correlations and default probabilities by using a set of common risk factors for each obligor.

CreditMetrics: uses historical data to estimate the probability of a bond being upgraded or downgraded using historical transition matrices. KMV Portfolio Manager: default probability is a function of firm asset growth and the level of debt. The higher the growth and lower the debt

level, the lower the default probability.

CreditPortfolioView: multifactor model for simulating joint conditional distributions of credit migration and default probabilities that incorporates macroeconomic factors.

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(wèn)，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！