备考FRM二级考试，FRM公式必须要掌握！

FRM考试中有大量的计算题，因此，FRM公式对于考生来说是很重要的。备考中的考生一定要掌握相关公式哦！

Credit Risk：

• Credit risk is the risk of economic loss from default or changes in credit events/ratings.

• Types of credit risky securities include: corporate and sovereign debt, credit derivatives, and

structured credit products. Their interest rates include a credit spread above credit risk-free securities.

Contingent Liquidity：》》》戳：免费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

Comprised of the (very high quality) liquid assets and credit facilities that are meant to satisfy general liabilities in stressed situations.

Contingent liquidity is estimated using the liquid asset buffer, which includes assets that typically have little or no credit and market risk, are easy to value, and are actively traded. The stressed liquidity asset buffer is estimated as: (normal) liquidity asset buffer–stressed cash outflows + stressed cash inflows.

Net Interest Margin (NIM)：

Measure of bank performance: (interest income–interest expense) / bank assets that earn income

Interest-Sensitive (IS) Gap：

Meaure of interest rate risk: interest-sensitive assets–interest-sensitive liabilities

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