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FRM® Practice Questions (PQs; for PAID customers)
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P2.T6. Credit Risk
Practice questions for credit risk
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P2.T6.24.8. Credit Scoring and Credit Rating Systems
Nicole Seaman
Today at 4:30 PM
Replies
0
Views
1
Today at 4:30 PM
Nicole Seaman
P2.T6.24.7 Merton model, CreditRisk+, CreditMetrics, Moody's KMV & RAROC
Nicole Seaman
Yesterday at 6:06 PM
Replies
0
Views
4
Yesterday at 6:06 PM
Nicole Seaman
P2.T6.24.10 Sovereign Default Risk Assessment Methods
Nicole Seaman
Monday at 3:21 PM
Replies
0
Views
6
Monday at 3:21 PM
Nicole Seaman
P2.T6.24.9 Country Risk and Default Consequences
Nicole Seaman
Monday at 1:28 PM
Replies
0
Views
5
Monday at 1:28 PM
Nicole Seaman
P2.T6.24.6 CAMEL system, capital adequacy, and predicting default
Nicole Seaman
Apr 12, 2024
Replies
0
Views
8
Apr 12, 2024
Nicole Seaman
P2.T6.24.5 Expected Loss, IFRS 9, Workout Procedures, and Retained Assets
Nicole Seaman
Mar 27, 2024
Replies
0
Views
15
Mar 27, 2024
Nicole Seaman
P2.T6.24.4. Exposure and Concentration Limits & Loan Loss Provisions and Reserves
Nicole Seaman
Mar 27, 2024
Replies
0
Views
11
Mar 27, 2024
Nicole Seaman
P2.T6.24.3 Governance system guidelines, credit transaction parameters, and credit committee roles.
Nicole Seaman
Jan 24, 2024
Replies
5
Views
88
Apr 9, 2024
Clay Carter
P2.T6.24.2 Credit risk exposure and managing credit risk
Nicole Seaman
Jan 10, 2024
Replies
0
Views
38
Jan 10, 2024
Nicole Seaman
P2.T6.24.1. Credit risk and the difference between insolvency, default, and bankruptcy
Nicole Seaman
Dec 27, 2023
Replies
4
Views
66
Apr 1, 2024
Clay Carter
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
15
Views
634
Apr 16, 2023
enjofaes
P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Gregory Ch.14)
Nicole Seaman
Nov 26, 2019
Replies
14
Views
665
Feb 17, 2021
kukhee
K
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
2
Replies
20
Views
505
Wednesday at 2:06 PM
FCasa4923
F
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
9
Views
401
Jul 23, 2023
Chris
C
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
8
Views
228
Dec 8, 2021
rkawai
R
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
2
Replies
23
Views
423
Mar 12, 2023
yLam4028
Y
P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Nicole Seaman
May 22, 2019
Replies
7
Views
311
May 24, 2023
enjofaes
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
2
Replies
21
Views
519
Apr 28, 2023
yLam4028
Y
P2.T6.909. Credit exposure metrics continued (expected positive exposure and effective exposure) (Gregory Ch.7)
Nicole Seaman
May 8, 2019
Replies
9
Views
409
Jul 28, 2023
dla00
D
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
17
Views
562
Sep 26, 2021
David Harper CFA FRM
P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)
Nicole Seaman
Apr 24, 2019
Replies
10
Views
625
May 10, 2023
JLafr0337
J
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
11
Views
498
Sep 4, 2022
David Harper CFA FRM
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
13
Views
565
Feb 12, 2023
Sixcarbs
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
10
Views
656
Mar 7, 2022
Rblc
R
P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Gregory Ch.5)
Nicole Seaman
Mar 27, 2019
Replies
4
Views
282
Nov 17, 2021
David Harper CFA FRM
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
10
Views
583
Oct 3, 2021
David Harper CFA FRM
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
16
Views
1K
May 18, 2023
gsarm1987
P2.T6.900. Counterparty risk and xVA (Gregory Ch.4)
Nicole Seaman
Mar 6, 2019
Replies
8
Views
404
May 24, 2023
enjofaes
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
2
Replies
24
Views
604
May 17, 2023
yLam4028
Y
Quiz - T6
P2.T6.714. Wrong-way risk, counterparty credit risk (CCR) stress testing, and credit support annex
Nicole Seaman
Aug 8, 2017
Replies
8
Views
296
Mar 15, 2021
abhinavkhanna
A
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