在FRM考試中是有大量的計算題需要做的，這時候就需要用到FRM公式了，雖然考試是可以用計算器的，但是，相關的公式考試是不提供的，還是需要考生自己掌握的！下文是小編列舉的相關公式，希望對你有所幫助！

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Netting: a legally binding agreement that enables counterparties with multiple derivative contracts to net their obligations (e.g., Party A owes Party B $50 million; Party B owes Party A $40 million, so Party A pays a net $10 million to Party B).

Collateralization: if the value of derivative contracts is above a stated threshold, collateral must equal the difference between the value of the contracts and the threshold level.

Modeling Collateral：》》》點我咨詢21年FRM備考技巧 

Certain parameters impact the effectiveness of collateral in lessening credit exposure. These

parameters are as follows.

Remargin period: the time between the call for collateral and its receipt.

Threshold: an exposure level below which collateral is not called. It represents an amount of uncollateralized exposure.

Minimum transfer amount: the minimum quantity or block in which collateral may be transferred. Quantities below this amount represent uncollateralized exposure.

Debt Value Adjustment (DVA)：【資料下載】點擊下載融躍教育FRM考試公式表

Financial institutions should incorporate the value of their option to default to a counterparty

through the bilateral CVA (BCVA), also known as the DVA. Unlike the CVA formula, the BCVA incorporates negative expected exposure and the probability of the counterparty’s survival.

希望以上的內(nèi)容對你有所幫助！如果您想了解更多FRM考試相關問題，添加融躍FRM老師微信（rongyuejiaoyu），給您專業(yè)的指導幫助！