备考FRM考试中，还有什么事情是需要考生重点掌握的，那就是FRM二级公式了，因为在FRM考试中是由大量的计算题的，是需要用到公式的。因此备考的你一定要掌握，千万不能忽视！
下面是小编列举的相关FRM二级公式，希望对你有所帮助！
How to use MVaR:
• Obtain the optimal portfolio: equate the excess return/MVaR ratios of all portfolio positions.
• Obtain the lowest portfolio VaR: equate just the MVaRs of all portfolio positions. Incremental VaR: change in VaR from the addition of a new position in a portfolio.》》》戳：免·费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）
Component VaR: amount of risk a particular fund contributes to a portfolio of funds.
Time-Weighted and Dollar-Weighted Returns：
Dollar-weighted rate of return: the internal rate of return (IRR) on a portfolio taking into account
all cash inflows and outflows.
Time-weighted rate of return: measures compound growth. It is the rate at which $1 compounds over a specified time horizon.
Fama-French Model：【资料下载】点击下载GARP官方FRM二级练习题
Explains asset returns based on:
• Traditional capital asset pricing model (CAPM) market risk factor.
• Factor that captures size effect (SMB or small cap minus big cap).
• Factor that captures value/growth effect (HML or high book-to-market value minus low book-to- market value).
Momentum effect: long winners and short losers (WML or winners minus losers). This strategy has outperformed both size and value/growth effects; however, it is subject to crashes.
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