FRM二级操作风险和弹性的相关FRM公式介绍！

FRM公式在FRM考试中是非常重要的，备考的考生一定要有所掌握，不仅要掌握还需要会

灵活运用。今天，小编为大家介绍一下FRM二级操作风险和弹性的相关FRM公式介绍！

Operational Risk Governance：

The Basel Committee on Banking Supervision defines operational risk as “the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events.” Lines of defense to control operational risks include (1) risk management in each business unit, (2)independent operational risk management function, and (3) independent reviews of operational risks and risk management (internal and/or external reviews).

Enterprise Risk Management (ERM)：

In developing an ERM system, management should follow the following framework:

Determine the firm’s acceptable level of risk.

Based on the firm’s target debt rating, estimate the capital (buffer) required to support the current level of risk in the firm’s operations.

Determine the ideal mix of capital and risk that will achieve the appropriate debt rating.

Give individual managers the information and the incentive they need to make decisions appropriate to maintain the risk/capital tradeoff. The implementation steps of ERM are as follows:

Identify the risks of the firm.

Develop a consistent method to evaluate the firm’s exposure to the identified risks.

Firm-Wide VaR：

Firms that use VaR to assess potential loss amounts will have multiple VaR measures to manage.

Market risk, credit risk, and operational risk will each produce its own VaR measures.

Due to diversification effects, firm-wide VaR will be less than the sum of  the VaRs from each risk category.

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！