臨近5月FRM考試，在剩余的時間里考生需要更加認真的備考。雖然所剩時間不多，但是只要認真，通過考試不是什么問題。在備考中，因為有大量的計算題，因此，F(xiàn)RM公式是比不可少的。有考生咨詢FRM公式在備考中有必要記憶嗎？

FRM公式考生一定要自己掌握的，并且要熟練運用，因為在實際的考試中，是不會提供相關(guān)的任何公式的。下面是小編為大家列舉有關(guān)市場風險度量管理的相關(guān)公式，一起看看：》》》戳：各科視頻講義+歷年真題+21年原版書（PDF版）免·費領(lǐng)取

Value at Risk (VaR)：

VaR for a given confidence level occurs at the cutoff point that separates the tail losses from the

remaining distribution. Historical simulation approach: order return observations and find the observation that corresponds to the VaR loss level. Parametric estimation approach: assumes a

distribution for the underlying observations.

Expected Shortfall：

Provides an estimate of tail loss by averaging the VaRs for increasing confidence levels in the tail.

Weighted Historical Simulation Approaches：

?Age-weighted: adjusts the most recent (distant) observations to be more (less) heavily weighted.【資料下載】FRM一級思維導圖PDF版

? Volatility-weighted: replaces historic returns with volatility-adjusted returns; actual procedure of estimating VaR is unchanged.

? Correlation-weighted: updates the variance-covariance matrix between assets in the portfolio.

?Filtered historical simulation: relies on bootstrapping of standardized returns based on volatility forecasts; able to capture conditional volatility, volatility clustering, and/or data asymmetry.

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