发布时间:2021-04-23 09:22编辑:融跃教育FRM
FRM公式在FRM考试中有着重要的作用,考生在备考中首先就是需要掌握相关的FRM公式。那么,哪里有FRM公式?FRM公式好记忆吗?
其实,掌握相关的技巧,FRM公式还是很好记忆的,但是,不仅要能记住,还需要会运用,不然那就是做无用功了。》》》点击领取2021年FRM备考资料大礼包(戳我免费领取)
关于FRM公式,小编为大家列举一些,希望对你有帮助:
Liquidity Requirements
Methods for estimating liquidity needs include
(1) the sources and uses of funds approach
(2) the structure of funds approach
(3) the liquidity indicator approach, and
(4) the market signals (discipline) approach.
Intraday Liquidity【资料下载】点击下载融跃教育FRM考试公式表
Uses: outgoing wire transfers, payment clearing and settlement (PCS) systems, funding of foreign
accounts, collateral pledging, and asset purchases/funding.
Sources: cash balances, payment inflows, intraday credit, liquid assets, and overnight borrowings.
Deterministic and Stochastic Cash Flows In terms of time, cash flows can be deterministic (occurring at known times) or stochastic (occurring randomly). Similarly, cash flows with
known amounts are deterministic (i.e., fixed), while cash flows with unknown amounts are stochastic (e.g., credit related, behavioral).
Available Funds Gap (AFG)
The difference between the current and projected inflows and outflows of bank funds:
AFG = current and projected loans and other investments – current and expected deposit inflows and other available funds
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