2021年FRM二级考试的考纲有所变化，现在12月FRM二级考试正在报名中，考生提前了解相关的内容对其备考是有帮助的。今天是对 Rating Assignment Methodologies的相关内容介绍，一起随融跃小编了解一下！

After completing this reading, you should be able to:

• Explain the key features of a good rating system.》》》2021年新版FRM一二级内部资料免 费领取！【精华版】

• Describe the experts-based approaches, statistical-based models, and numerical approaches to

predicting default.

• Describe a rating migration matrix and calculate the probability of default, cumulative probability of default, marginal probability of default, and annualized default rate.

• Describe rating agencies’ assignment methodologies for issue and issuer ratings.

• Describe the relationship between borrower rating and probability of default.

• Compare agencies’ ratings to internal experts-based rating systems.》》》报名繁琐？找融跃教育FRM考试免费代报名服务

• Distinguish between the structural approaches and the reduced-form approaches to predicting default.

• Apply the Merton model to calculate default probability and the distance to default and describe the limitations of using the Merton model.

• Describe linear discriminant analysis (LDA), define the Z-score and its usage, and apply LDA to classify a sample of firms by credit quality.

• Describe the application of a logistic regression model to estimate default probability.

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• Define and Interpret cluster analysis and principal component analysis.

• Describe the use of a cash flow simulation model in assigning ratings and default probabilities and explain the limitations of the model.【资料下载】点击下载融跃教育金融专业英语词汇大全.pdf

• Describe the application of heuristic approaches, numeric approaches, and artificial neural networks in modeling default risk and define their strengths and weaknesses.

• Describe the role and management of qualitative information in assessing probability of default.

如果您想了解更多FRM考试相关问题，点击在线咨询或者添加融跃FRM老师微信（rongyuejiaoyu），给您专业的指导帮助！