在FRM一級考試中，有大量的計算題，因此是需要用到公式的。下面是小編列舉的相關(guān)公式，希望對備考的你有所幫助！

Unexpected Loss：

Unexpected loss represents the variability of potential losses and can be modeled using the definition of  standard deviation.>>>點擊領(lǐng)取2021年FRM備考資料大禮包（戳我免·費(fèi)領(lǐng)?。?/span>

Operational Risk：

Operational risk is defined as “the risk of direct and indirect loss resulting from inadequate or failed internal processes, people, and systems or from external events.”

Operational Risk Capital Requirements：

? Basic indicator approach: capital charge measured on a firmwide basis as a percentage of annual gross income.

? Standardized approach: banks divide activities among business lines; capital charge equals sum

for each business line. Capital for each business line determined with beta factors and annual gross income. 》》》想?yún)⒓尤谲SFRM培訓(xùn)班點我咨詢

? Advanced measurement approach: banks use their own methodologies for assessing operational risk. Capital allocation is based on the bank’s operational VaR.

掃碼參與

? Standardized measurement approach (SMA):

banks calculate a business indicator (BI),a BI component (% of BI), and a loss component (LC). The BI component is then multiplied by an internal loss multiplier (based on LC) to compute operational capital.

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