FRM考試當(dāng)天，協(xié)會(huì)給考生提供FRM公式嗎？
在FRM考試中，是有大量的計(jì)算題需要計(jì)算的，因此FRM公式在考試中是很重要的。另外，考生需要記憶的公式也是很多的，在FRM考試當(dāng)天，協(xié)會(huì)給考生提供FRM公式嗎？
在FRM考試當(dāng)天，當(dāng)然是不提供任何FRM公式的，考生還是需要自己在平常中多加記憶，不僅要記住，還需要會(huì)熟練運(yùn)用。下面是小編為大家列舉的相關(guān)FRM公式，希望對(duì)備考的你有所幫助！
Leverage Effect
Return on equity (ROE) is higher as leverage increases, as long as the firm’s return on assets
(ROA) exceeds the cost of borrowing funds. The leverage effect can be expressed as:
ROE = (leverage ratio × ROA) – [(leverage ratio– 1) × cost of debt]
Transaction Cost
The 99% confidence interval on transaction cost is:
+/– P × ?(s + 2.33σ S )
where:
P = estimate of the next day asset midprice
s = bid-ask spread
?(s + 2.33σ S ) = 99% spread risk factor
Early Warning Indicators (EWIs)
EWIs are changes in key metrics that could signal a pending liquidity problem. They should contain both internal and external measures, be leading indicators and granular, provide warning of any potential worsening of a bank’s financial position, identify whether the bank has sufficient liquid resources to handle a stress scenario, and consider different time horizons.
Net Liquidity Position
supplies of liquidity – demands for liquidity
where:
supplies of liquidity = incoming deposits (inflows) + customer loan repayments + asset
sales + revenue from nondeposit services + money market borrowings
demands for liquidity = deposit withdrawals (outflows) + borrowing repayments + dividend payments + loan requests + other operating expenses
FRM考試的內(nèi)容就分享這么多，考生如果對(duì)FRM考試還有更多的疑問(wèn)，可以文章評(píng)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(píng)論哦！
