FRM公式，备考FRM二级考试的你不可或缺！

备考FRM的考生应该清楚，在FRM二级考试中是有大量的计算题的。考生需要对相关公式要掌握住，不仅能记住还需要熟练运用。下面是小编列举的FRM公式，备考FRM二级考试的你不可或缺！

Money Laundering and the Financing of Terrorism (ML/FT)：

Banks must determine which customers pose a low or high risk of ML/FT using customer due diligence (CDD). Lines of defense to mitigate ML/FT risks include (1) business units (e.g., customer facing activities), (2) the chief ML/FT officer, and (3) internal and external audits.

Basel II: Three Pillars：

Pillar 1: Minimum capital requirements. Banks should maintain a minimum level of capital to cover credit, market, and operational risks.

Pillar 2: Supervisory review process. Banks should assess the adequacy of capital relative to risk, and supervisors should review and take corrective action if problems occur.

Pillar 3: Market discipline. Risks should be

adequately disclosed in order to allow market participants to assess a bank’s risk profile and the adequacy of its capital.

Market Risk Capital Requirements：

Standardized method: determines capital charges associated with various market risk exposures (equity risk, interest rate risk, foreign exchange risk, commodity risk, and option risk). The market risk capital charge for each market risk is computed as 8% of its market-risky assets.

Internal models approach: allows a bank to use its own risk management systems to determine its market risk capital charge. The market risk charge is the higher of (1) the previous day’s VaR or(2) the average VaR over the last 60 business days adjusted by a multiplicative factor (subject to a floor of 3).

FRM考试的内容就分享这么多，考生如果对FRM考试还有更多的疑问，可以文章评论一起学习探讨！另外，有2022年全年备考日历，想要的私信或者评论哦！