2021年FRM二級考試的考綱有所變化,現(xiàn)在12月FRM二級考試正在報名中,考生提前了解相關的內容對其備考是有幫助的。今天是對 Rating Assignment Methodologies的相關內容介紹,一起隨融躍小編了解一下!

After completing this reading, you should be able to:

? Explain the key features of a good rating system.》》》2021年新版FRM一二級內部資料免 費領??!【精華版】

? Describe the experts-based approaches, statistical-based models, and numerical approaches to

predicting default.

? Describe a rating migration matrix and calculate the probability of default, cumulative probability of default, marginal probability of default, and annualized default rate.

? Describe rating agencies’ assignment methodologies for issue and issuer ratings.

? Describe the relationship between borrower rating and probability of default.

? Compare agencies’ ratings to internal experts-based rating systems.》》》報名繁瑣?找融躍教育FRM考試免費代報名服務

? Distinguish between the structural approaches and the reduced-form approaches to predicting default.

? Apply the Merton model to calculate default probability and the distance to default and describe the limitations of using the Merton model.

? Describe linear discriminant analysis (LDA), define the Z-score and its usage, and apply LDA to classify a sample of firms by credit quality.

? Describe the application of a logistic regression model to estimate default probability.

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? Define and Interpret cluster analysis and principal component analysis.

? Describe the use of a cash flow simulation model in assigning ratings and default probabilities and explain the limitations of the model.【資料下載】點擊下載融躍教育金融專業(yè)英語詞匯大全.pdf

? Describe the application of heuristic approaches, numeric approaches, and artificial neural networks in modeling default risk and define their strengths and weaknesses.

? Describe the role and management of qualitative information in assessing probability of default.

如果您想了解更多FRM考試相關問題,點擊在線咨詢或者添加融躍FRM老師微信(rongyuejiaoyu),給您專業(yè)的指導幫助!