FRM公式送给备考FRM的你！

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:

(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考试的内容就分享这么多，备考FRM资料必不可少，现在有FRM视频题库0元抽，更有iPad平板，需要的考生评论扣1！