FRM二级公式表，备考中的你一定要熟知！

在备考FRM二级考试中，关于公式表对于考生是很重要的，一定要掌握相关的量。下文是小编列举的相关公式，希望对备考的你有所帮助！

Subprime Mortgage Market：

Subprime borrowers have a history of either default or strong indicators of possible future default.

charge-offs, and bankruptcy filings; low FICO scores; high debt service ratio of 50% or more.

The vast majority of subprime loans are adjustable rate mortgages.

Counterparty Risk：

The risk that a counterparty is unable or unwilling to live up to its contractual obligations.

Credit exposure: loss that is “conditional” on the counterparty defaulting.

Recovery: measured by the recovery rate, which is the portion of the outstanding claim actually

recovered after default.

Wrong-way exposures: exposures that are negatively correlated with the counterparty’s credit quality.

They increase expected credit losses. Mark-to-market (MtM): accrual accounting measure that is equal to the sum of the MtM values of all contracts with a given counterparty.

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！