FRM考試中有大量的計(jì)算題，因此是用到相關(guān)公式的。有考生咨詢FRM公式在FRM考試中多嗎？關(guān)于答案，隨小編往下看！

FRM公式在FRM考試中是很多的，因此是需要考生記憶的，下面是小編列舉的相關(guān)公式，希望對你有所幫助！

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An exception occurs if the day’s change in value exceeded the VaR estimate of the previous day. When backtesting VaR, the number of exceptions is determined for a 250-day testing period. Based on the number of exceptions, the bank’s exposure is categorized into one of three zones and VaR is scaled up by the appropriate multiplier (subject to a floor of 3).

? Green zone: 0–4 exceptions, increase in exposure multiplier is 0.

? Yellow zone: 5–9 exceptions, exposure multiplier increases between 0.4 and 0.85.

? Red zone: Greater than or equal to 10 exceptions, multiplier increases by 1.掃碼抽獎(jiǎng)

Credit Risk Capital Requirements：【資料下載】[融躍財(cái)經(jīng)]FRM一級(jí)ya題-pdf版

The standardized approach incorporates risk weights based on external credit rating assessments. The amount of capital that a bank must hold is specific to the risk of credit-risky assets, the type of institution the claim is written on, and the maturity of those assets.

The internal ratings-based (IRB) approaches (foundation and advanced) use a bank’s own internal estimates of creditworthiness to determine the risk weightings in the capital calculation.

? Foundation approach: bank estimates PD.

? Advanced approach: bank estimates not only PD, but also LGD, exposure at default (EAD), and effective maturity (M).

如果想要獲得更多關(guān)于FRM考試的相關(guān)公式，點(diǎn)擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！