在FRM考试中是有大量的计算题需要做的，这时候就需要用到FRM公式了，虽然考试是可以用计算器的，但是，相关的公式考试是不提供的，还是需要考生自己掌握的！下文是小编列举的相关公式，希望对你有所帮助！

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Netting: a legally binding agreement that enables counterparties with multiple derivative contracts to net their obligations (e.g., Party A owes Party B $50 million; Party B owes Party A $40 million, so Party A pays a net $10 million to Party B).

Collateralization: if the value of derivative contracts is above a stated threshold, collateral must equal the difference between the value of the contracts and the threshold level.

Modeling Collateral：》》》点我咨询21年FRM备考技巧 

Certain parameters impact the effectiveness of collateral in lessening credit exposure. These

parameters are as follows.

Remargin period: the time between the call for collateral and its receipt.

Threshold: an exposure level below which collateral is not called. It represents an amount of uncollateralized exposure.

Minimum transfer amount: the minimum quantity or block in which collateral may be transferred. Quantities below this amount represent uncollateralized exposure.

Debt Value Adjustment (DVA)：【资料下载】点击下载融跃教育FRM考试公式表

Financial institutions should incorporate the value of their option to default to a counterparty

through the bilateral CVA (BCVA), also known as the DVA. Unlike the CVA formula, the BCVA incorporates negative expected exposure and the probability of the counterparty’s survival.

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！