備考FRM二級考試中,關于公式表對于考生是很重要的,一定要掌握相關的量。下文是小編列舉的相關公式,希望對備考的你有所幫助!

Subprime Mortgage Market:>>>點擊領取2021年FRM備考資料大禮包(戳我免·費領?。?/span>

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

?Indicators of future default: past delinquencies, judgments, foreclosures, repossessions, 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.

掃碼參與

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. 》》》FRM復習資料點我咨詢 

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.【資料下載】點擊下載融躍教育FRM二級學習計劃

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