FRM二级考试公式，真的对于考试重要吗？

FRM二级考试公式，真的对于考试重要吗？这是近日在备考中考生咨询zui多的问题。小编在此提醒广大考生，FRM公式真的很重要，考生一定要熟记并能熟练运用！在考试中，是不提供任何FRM公式的！

ABS/MBS Performance Tools：

Auto loans: loss curves, absolute prepayment speed. Credit card debt: delinquency ratio, default ratio,monthly payment rate.

Mortgages: debt service coverage ratio, weighted average coupon, weighted average maturity,

weighted average life, single monthly mortality, constant prepayment rate, Public Securities Association.

Credit Risk Portfolio Models：

These models attempt to estimate a portfolio’s credit value at risk. Credit VaR differs from market VaR in that it measures losses that are due specifically to default risk and credit deterioration risk.

CreditRisk+: determines default probability correlations and default probabilities by using a set of common risk factors for each obligor.

CreditMetrics: uses historical data to estimate the probability of a bond being upgraded or downgraded using historical transition matrices. KMV Portfolio Manager: default probability is a function of firm asset growth and the level of debt. The higher the growth and lower the debt

level, the lower the default probability.

CreditPortfolioView: multifactor model for simulating joint conditional distributions of credit migration and default probabilities that incorporates macroeconomic factors.

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！