Credit Risk Measurement & Management Global Topic Review Question Set

This global topic review practice question set consists of 21 pages reviewing the concepts in Part 2, Topic 6: Credit Risk Measurement & Management. The following concepts are reviewed:

Counterparty Risk (CVA)
Counterparty risk (credit exposure terminology)
Credit Derivatives (Credit default swap)
Credit Derivatives (Total return swaps)
Credit Derivatives (CLN, CDO)
Spread-based default probability (PD)
Merton-based default probabilities
Credit value at risk (CVaR)

We have also provided individual links for each question to their respective forum discussion.

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