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

Subprime Mortgage Market：

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

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.

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.

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.

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習探討！另外，有2022年全年備考日歷，想要的私信或者評論哦！