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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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- Are orders in hand included in the calculation of the exposure? 12 Mar 2010
- It is useful to try everything in practice anyway and I like that here it's always possible to find something new. :) 10 Mar 2010
- 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
- David is going to conduct our 2nd 2010 FRM review webinar on Saturday April 3rd at 9 AM U.S. EST. What time is that for you? …13 Mar 2010
- In preparation for the review sessions (which will try to concentrate high “bang for buck” ideas), I thought I would collect here the running list of …13 Mar 2010
- Hi David, A portfolio manager invests $100 million in a 5-year inverse floater paying 18%-2*LIBOR. The modified duration of a 6% 5-year bond is 4.5 year. …13 Mar 2010