Kate Z
2019-11-29 17:18It is hard for me to make a choice among the selections, since in the lecture, the defination of risk is expected loss, and can be measured, in stead of unexpected loss.
所屬：FRM Part I 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
Adam助教
2019-11-29 18:45
該回答已被題主采納
同學你好，在FRM考試中，風險的定義為未來收益或損失的不確定性（uncertainty）。說明風險可能帶來損失、獲利或是無損失也無獲利，風險管理不僅要將不利風險的敞口最小化，同時也要盡量擴大有益風險的敞口。
金融風險損失分為預期損失和非預期損失。
風險管理就是為了管理未來收益的不確定性，而預期損失是可以被提前計算的，因此常被結轉為生產成本，而非預期損失是無法計量的，或者說無法事先確定的，因此帶來的不確定性更加大，所以更側重管理非預期損失
Dear students, in the FRM exam, risk is defined as uncertainty of future gains or losses. Risk management should not only minimize the exposure to adverse risks, but also maximize the exposure to beneficial risks.
Financial risk loss is divided into expected loss and unexpected loss.
The purpose of risk management is to manage the uncertainty of future benefits, and the expected loss can be calculated in advance, so it is often carried forward to production costs. The non-expected loss is unquantifiable or cannot be determined in advance, so the uncertainty is greater, so the management of unexpected losses is more focused
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