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CreditTYPE
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Marginal and cumulative mortality rates [practice, FRM: credit] 10 Mar 2009
Explore Credit Risk with a practice question [source: modified from 2006 #73] Assume the following performance for a bond cohort: Year T Value of bonds outstanding … read more
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Credit Insurance (0901) [Practice, FRM: Credit] 26 Feb 2009
Explore Credit Risk with a practice question. Question #1 (source 2006 #76): Rank the following common credit risk mitigation options from greatest security to lowest security: … read more
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Sovereign debt (0901) [Practice, FRM: Credit] 25 Feb 2009
Explore Credit Risk with a practice question [source: amended 2006 #77] Question #1: Which of the following statements about sovereign debt is correct? a. U.S. chapter … read more
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FRM 2008 Episode #9: Credit C (Credit Derivatives) 14 Jul 2008
In this issue About Episode #9 Four new spreadsheets Screencast tutorial Practice questions associated with this episode Previous Episode letters Hello! Please make sure to … read more
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FRM 2008 Episode #8: Credit B (Counterparty risk & securitization) 30 Jun 2008
About Episode #8 Four new spreadsheets added Screencast tutorial Practice questions associated with this episode Previous Episode letters About Episode #8 (Credit Risk: Counterparty and … read more
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FRM 2008 Episode #7: Credit A (Credit Risk Intro) 16 Jun 2008
About Episode #7 Seven new spreadsheets added (two are important) Screencast tutorial Practice questions associated with this episode Previous Episode letters Hello! Even if you … read more
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- David , great stuff , thanks for helping me pass FRM Full exam Nov 2009 , your website is so compelling that even now I keenly … 08 Mar 2010
- You are a recent graduate working with a large financial consulting firm as part of their graduate program. You have spent the previous couple of weeks … 07 Mar 2010
- Great job! Thank you very much! 01 Mar 2010
- Hi David, I am too late for May 2010. Since I would not get much time to study, I was wondering if I can buy the …10 Mar 2010
- Hi David, IIn slide 15, you summarised the firm’s different beta’s to show the hedging irrelevance proposition. My question is how did you calculate the different …09 Mar 2010
- Hi David i think i am missing something…... the formula for duration is (p2-p1)/(2*po*y1-y0) when i use that i get (106.3-105.8)/(2*106.1*.0005)=4.7 half of the answer - …09 Mar 2010