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Credit Risk (10% F, 20% L2)
	Topic Title	Replies	Views	Latest Post Info
	Cumulative probability of default Author: chinquee	2	3291	Posted: 09-21-2008 07:27 PM Author: chinquee
	Maximum Potential Future Exposure [Credit B, slide 14] Author: mikey10011	1	1144	Posted: 09-19-2008 11:37 AM Author: David Harper, CFA, FRM, CIPM
	Credit Valuation Adjustment: “Mid-Market Valuations” Author: mikey10011	1	1406	Posted: 09-19-2008 11:25 AM Author: David Harper, CFA, FRM, CIPM
	Beta distributions Author: fashepard	5	654	Posted: 09-18-2008 12:09 PM Author: David Harper, CFA, FRM, CIPM
	stulz ch 18 Author: fashepard	1	484	Posted: 09-09-2008 11:12 AM Author: David Harper, CFA, FRM, CIPM
	Counter Party Risk Author: sipanivishal	4	973	Posted: 09-04-2008 11:08 PM Author: David Harper, CFA, FRM, CIPM
	Beta and Kernel Distribution Author: peter333	2	1141	Posted: 09-04-2008 01:14 PM Author: peter333
	VaR and ES vs sub-additive measures Author: sridhar	2	1461	Posted: 09-01-2008 12:17 PM Author: David Harper, CFA, FRM, CIPM
	Loss Given Default Chapter 4 Servigney Author: sipanivishal	4	1018	Posted: 08-28-2008 08:51 AM Author: David Harper, CFA, FRM, CIPM
	Clarification in Credit Risk Author: sipanivishal	1	562	Posted: 08-26-2008 12:25 PM Author: David Harper, CFA, FRM, CIPM
	Contractually promised gross rate of return on a loan Author: sridhar	4	665	Posted: 08-22-2008 12:16 PM Author: David Harper, CFA, FRM, CIPM
	Obligation acceleration and Obligation Author: suhail	2	1464	Posted: 08-20-2008 12:01 PM Author: suhail
	simple transaction method Author: kunduanil	4	620	Posted: 08-18-2008 10:22 PM Author: kunduanil
	GINI/CAP Author: kunduanil	3	420	Posted: 08-18-2008 12:24 PM Author: suhail
	Is Canabarro and Duffie in the core readings? Author: fashepard	5	787	Posted: 08-18-2008 09:21 AM Author: fashepard
	Unused Committments Author: kunduanil	1	280	Posted: 08-13-2008 01:21 PM Author: David Harper, CFA, FRM, CIPM
	Strategic capital allocation Author: kunduanil	1	300	Posted: 08-13-2008 01:11 PM Author: David Harper, CFA, FRM, CIPM
	Merton model implementation Author: kunduanil	2	580	Posted: 08-13-2008 12:04 AM Author: kunduanil
	Credit Spread Author: Sunil Natrajan	1	410	Posted: 08-12-2008 04:32 PM Author: David Harper, CFA, FRM, CIPM
	Can the same asset be in multiple CDO tranches? Author: sridhar	3	600	Posted: 08-07-2008 05:04 PM Author: David Harper, CFA, FRM, CIPM
	Merton Model (Structural Model) Author: Sunil Natrajan	4	1602	Posted: 08-07-2008 11:26 AM Author: David Harper, CFA, FRM, CIPM
	How to calculate the probability of default? Author: elcho	15	5685	Posted: 08-05-2008 05:27 AM Author: sabs
	CDS vs TROR—confusion about buyer and seller Author: sridhar	2	821	Posted: 08-04-2008 05:46 PM Author: sridhar
	PD vs EDF? Author: sridhar	1	752	Posted: 08-03-2008 04:34 PM Author: David Harper, CFA, FRM, CIPM
	about time horizon effct of PD Author: minnie	1	356	Posted: 07-29-2008 10:37 PM Author: David Harper, CFA, FRM, CIPM