FRM考试中,对于备考的考生来说记忆公式是很重要的,因为有大量的计算题是需要做的。下面是小编列举的相关公式,希望对备考的你有所帮助!
Skewness and Kurtosis:
Skewness, or skew, refers to the extent to which a distribution is not symmetrical. The skewness of a normal distribution is equal to zero.
• A positively skewed distribution is characterized by many outliers in the upper region, or right tail.
• A negatively skewed distribution has a disproportionately large amount of outliers that fall within its lower (left) tail.》》》戳:免·费领取FRM各科视频讲义+历年真题+21年原版书(PDF版)
Kurtosis is a measure of the degree to which a distribution is spread out compared to a normal distribution. Excess kurtosis = kurtosis-3.
Hypothesis Testing:
Null hypothesis (Ho ): hypothesis the researcher wants to reject; hypothesis that is actually tested; the basis for selection of the test statistics.
Alternative hypothesis (H A ): what is concluded if there is significant evidence to reject the null
hypothesis.
Risk Data Aggregation:【资料下载】点击下载FRM二级思维导图PDF版
Involves defining, gathering, and processing risk data for measuring performance against risk tolerance/appetite. Benefits include:
• Increases ability to anticipate problems
• Identifies routes to financial health.
• Improves resolvability in event of bank stress
• Increases efficiency, reduces chance of loss, and increases profitability
希望以上的内容对你有所帮助!如果您想了解更多FRM考试相关问题,添加融跃FRM老师微信(rongyuejiaoyu),给您专业的指导帮助!