備考FRM的考生應(yīng)該清楚，在FRM二級考試中是有大量的計(jì)算題的?？忌枰獙ο嚓P(guān)公式要掌握住，不僅能記住還需要熟練運(yùn)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.》》》戳：各科視頻講義+歷年真題+21年原版書（PDF版）免·費(fèi)領(lǐng)取

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.【資料下載】點(diǎn)擊下載FRM二級思維導(dǎo)圖PDF版

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).》》》報(bào)名繁瑣？找融躍教育FRM考試免費(fèi)代報(bào)名服務(wù)

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