FRM考试当天，协会给考生提供FRM公式吗？

在FRM考试中，是有大量的计算题需要计算的，因此FRM公式在考试中是很重要的。另外，考生需要记忆的公式也是很多的，在FRM考试当天，协会给考生提供FRM公式吗？

在FRM考试当天，当然是不提供任何FRM公式的，考生还是需要自己在平常中多加记忆，不仅要记住，还需要会熟练运用。下面是小编为大家列举的相关FRM公式，希望对备考的你有所帮助！

Leverage Effect

Return on equity (ROE) is higher as leverage increases, as long as the firm’s return on assets

(ROA) exceeds the cost of borrowing funds. The leverage effect can be expressed as:

ROE = (leverage ratio × ROA) – [(leverage ratio– 1) × cost of debt]

Transaction Cost

The 99% confidence interval on transaction cost is:

+/– P × ?(s + 2.33σ S )

where:

P = estimate of the next day asset midprice

s = bid-ask spread

?(s + 2.33σ S ) = 99% spread risk factor

Early Warning Indicators (EWIs)

EWIs are changes in key metrics that could signal a pending liquidity problem. They should contain both internal and external measures, be leading indicators and granular, provide warning of any potential worsening of a bank’s financial position, identify whether the bank has sufficient liquid resources to handle a stress scenario, and consider different time horizons.

Net Liquidity Position

supplies of liquidity – demands for liquidity

where:

supplies of liquidity = incoming deposits (inflows) + customer loan repayments + asset

sales + revenue from nondeposit services + money market borrowings

demands for liquidity = deposit withdrawals (outflows) + borrowing repayments + dividend payments + loan requests + other operating expenses

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！