備考FRM的考生應(yīng)該清楚,在FRM考試中有大量的計(jì)算題要做的,這時(shí)候就需要用到FRM公式了。有的考生說(shuō),F(xiàn)RM公式在FRM二級(jí)考試中重要嗎?關(guān)于答案,隨融躍小編往下看!

FRM公式在FRM考試中是很重要的,不僅要掌握住,還需要熟練運(yùn)用,因?yàn)樵趯?shí)際的考試中是不提供任何公式的。

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Illiquid Asset Return Biases:

Biases that impact reported illiquid asset returns:

? Survivorship bias: Poor performing funds often quit reporting results, ultimately fail, or never begin reporting returns because performance is weak.

? Selection bias: Asset values and returns tend to be reported when they are high.

? Infrequent trading: Betas, volatilities, and correlations are too low when they are computed using the reported returns of infrequently traded assets.

Portfolio Risk:》》》想?yún)⒓尤谲SFRM培訓(xùn)班點(diǎn)我咨詢  

Diversified VaR:

FRM公式

Undiversified VaR:

FRM公式

VaR for Uncorrelated Positions:【資料下載】點(diǎn)擊下載GARP官方FRM二級(jí)練習(xí)題

FRM公式

Marginal VaR: per dollar change in portfolio VaR that occurs from an additional investment in a position.

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)!