FRM一级考试公式表都有哪些？你了解吗？

在FRM一级考试中，有大量的计算题，因此是需要用到公式的。下面是小编列举的相关公式，希望对备考的你有所帮助！

Unexpected Loss：

Unexpected loss represents the variability of potential losses and can be modeled using the definition of  standard deviation.

Operational Risk：

Operational risk is defined as “the risk of direct and indirect loss resulting from inadequate or failed internal processes, people, and systems or from external events.”

Operational Risk Capital Requirements：

• Basic indicator approach: capital charge measured on a firmwide basis as a percentage of annual gross income.

• Standardized approach: banks divide activities among business lines; capital charge equals sum

for each business line. Capital for each business line determined with beta factors and annual gross income.

• Advanced measurement approach: banks use their own methodologies for assessing operational risk. Capital allocation is based on the bank’s operational VaR.

• Standardized measurement approach (SMA):

banks calculate a business indicator (BI),a BI component (% of BI), and a loss component (LC). The BI component is then multiplied by an internal loss multiplier (based on LC) to compute operational capital.

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！