備考FRM的考生應(yīng)該清楚，在FRM二級考試中是有大量的計算題的。考生需要對相關(guān)公式要掌握住，不僅能記住還需要熟練運用。下面是小編列舉的FRM公式，備考FRM二級考試的你不可或缺！

Money Laundering and the Financing of Terrorism (ML/FT)：

Banks must determine which customers pose a low or high risk of ML/FT using customer due diligence (CDD). Lines of defense to mitigate ML/FT risks include (1) business units (e.g., customer facing activities), (2) the chief ML/FT officer, and (3) internal and external audits.

Basel II: Three Pillars：

Pillar 1: Minimum capital requirements. Banks should maintain a minimum level of capital to cover credit, market, and operational risks.

Pillar 2: Supervisory review process. Banks should assess the adequacy of capital relative to risk, and supervisors should review and take corrective action if problems occur.

Pillar 3: Market discipline. Risks should be

adequately disclosed in order to allow market participants to assess a bank’s risk profile and the adequacy of its capital.

Market Risk Capital Requirements：

Standardized method: determines capital charges associated with various market risk exposures (equity risk, interest rate risk, foreign exchange risk, commodity risk, and option risk). The market risk capital charge for each market risk is computed as 8% of its market-risky assets.

Internal models approach: allows a bank to use its own risk management systems to determine its market risk capital charge. The market risk charge is the higher of (1) the previous day’s VaR or(2) the average VaR over the last 60 business days adjusted by a multiplicative factor (subject to a floor of 3).

FRM考試的內(nèi)容就分享這么多，考生如果對FRM考試還有更多的疑問，可以文章評論一起學(xué)習(xí)探討！另外，有2022年全年備考日歷，想要的私信或者評論哦！