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Financial Risk Manager® (FRM). Free resource
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P2.T6. Credit Risk (25%)
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B
Stulz Ch 18 - Total Return Swap
bpdulog
Mar 19, 2017
Replies
4
Views
1K
Apr 14, 2017
David Harper CFA FRM
B
Merton Value of Equity Formula
bpdulog
Apr 14, 2017
Replies
1
Views
1K
Apr 14, 2017
David Harper CFA FRM
R
credit linked note
Rajiv28
Jul 6, 2008
Replies
15
Views
5K
Apr 12, 2017
bpdulog
B
S
threshold in Credit Support Annex
spenserzhou
Nov 8, 2014
Replies
5
Views
27K
Apr 10, 2017
bpdulog
B
P
Impact of Netting on Exposure
Priyanka_Chandak23
Apr 6, 2017
Replies
3
Views
1K
Apr 6, 2017
bpdulog
B
B
Credit Exposure
Biju
Apr 1, 2017
Replies
2
Views
941
Apr 5, 2017
Biju
B
A
How does CLN issuer make money?
ajsa
Sep 11, 2009
Replies
4
Views
7K
Apr 4, 2017
bpdulog
B
F
delaurentis - chapter 2 - recovery
farahm
Feb 5, 2017
Replies
2
Views
852
Mar 27, 2017
bpdulog
B
R
Dividing CVA by Duration --> gives Credit Spread
rajeshtr
Mar 11, 2017
Replies
1
Views
2K
Mar 13, 2017
David Harper CFA FRM
E
Retail vs. corporate credit default (time of default)
emilioalzamora1
Feb 24, 2017
Replies
12
Views
2K
Mar 3, 2017
David Harper CFA FRM
Calculate the probability of default, cumulative probability of default, marginal probability of def
Rohit
Feb 18, 2017
Replies
2
Views
2K
Feb 22, 2017
Rohit
S
effect of default probability on equity and mezzanine
southeuro
Nov 14, 2014
Replies
15
Views
7K
Jan 11, 2017
Dhruv@L2
D
R
Expected Credit Loss not dependent on Correlation?
rajeshtr
Dec 26, 2016
Replies
1
Views
2K
Dec 29, 2016
David Harper CFA FRM
E
Cash-funded vs. syntethic CDO (borrower consent/notification)
emilioalzamora1
Dec 7, 2016
Replies
0
Views
1K
Dec 7, 2016
emilioalzamora1
E
VaR question (Part 2 exam - members put other question you can recall)
Arka Bose
Nov 19, 2016
Replies
1
Views
910
Nov 19, 2016
frmpart2dan
F
E
GARP Part 2 Questions 76 and 33 (garp16-p2-76) (garp16-p2-33)
equanimity
Nov 17, 2016
Replies
6
Views
3K
Nov 18, 2016
David Harper CFA FRM
Collateral can increase exposure?
Arka Bose
Nov 17, 2016
Replies
1
Views
863
Nov 17, 2016
David Harper CFA FRM
J
CDS and CDS Index long or short
Johnny Firpo
May 13, 2014
Replies
14
Views
40K
Nov 14, 2016
Arka Bose
S
Merton formula
shanlane
Mar 13, 2012
Replies
10
Views
3K
Nov 10, 2016
David Harper CFA FRM
F
GARP.FRM.PQ.P2
hazard rate (garp16-p2-33)
frmqiu
Oct 30, 2016
Replies
3
Views
2K
Oct 30, 2016
David Harper CFA FRM
T
Merton drift in DD
The Great Khan
Oct 21, 2016
Replies
0
Views
605
Oct 21, 2016
The Great Khan
T
E
Total Return Swap (Crouhy) - Figure 12-7 - mistake?
emilioalzamora1
Oct 20, 2016
Replies
3
Views
2K
Oct 21, 2016
emilioalzamora1
E
MtM and Exposure for Netting
Arka Bose
Oct 19, 2016
Replies
1
Views
2K
Oct 20, 2016
David Harper CFA FRM
K
Netting factor
Kaiser
Oct 12, 2016
Replies
2
Views
4K
Oct 12, 2016
Kaiser
K
N
GARP.FRM.PQ.P2
2016 GARP PQ - Question 52 -Netting
no_ming
Sep 28, 2016
Replies
1
Views
949
Sep 28, 2016
David Harper CFA FRM
M
de Servigny, Chapter 3 - Spreadsheet
mh2452
Sep 24, 2016
Replies
1
Views
699
Sep 26, 2016
Nicole Seaman
N
PQ-external
Excess spreads question~
no_ming
Sep 18, 2016
Replies
3
Views
1K
Sep 23, 2016
David Harper CFA FRM
N
PFE & EE Question~
no_ming
Sep 15, 2016
Replies
8
Views
7K
Sep 16, 2016
David Harper CFA FRM
N
PQ-external
CVA & credit limit question:
no_ming
Sep 15, 2016
Replies
3
Views
2K
Sep 15, 2016
no_ming
N
Equity tranche spread wrt correlation
afterworkguinness
Nov 14, 2015
Replies
8
Views
9K
Sep 10, 2016
Vishal Singh
V
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