FRM考試中有大量的計算題，因此，FRM公式對于考生來說是很重要的。備考中的考生一定要掌握相關公式哦！

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：

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

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