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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.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
Replies
14
Views
416
Friday at 1:26 PM
David Harper CFA FRM
P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Gregory Ch.14)
Nicole Seaman
Nov 26, 2019
Replies
13
Views
154
Nov 18, 2020
Amns233
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
6
Views
105
Nov 14, 2020
richardmakachee
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
15
Views
685
Nov 11, 2020
Amns233
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
25
Views
607
Nov 10, 2020
David Harper CFA FRM
PQ-T6
P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
Suzanne Evans
Sep 18, 2012
2
3
Replies
42
Views
1,075
Nov 3, 2020
Nicole Seaman
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
28
Views
1,276
Nov 3, 2020
abhinavkhanna
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
4
Views
170
Nov 2, 2020
David Harper CFA FRM
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
3
Replies
46
Views
1,452
Nov 2, 2020
David Harper CFA FRM
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
3
Replies
43
Views
1,170
Oct 31, 2020
abhinavkhanna
P2.T6.316. Counterparty risk definition (Gregory)
Nicole Seaman
Jul 2, 2013
Replies
3
Views
238
Oct 28, 2020
ucaksbu
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
6
Views
134
Oct 23, 2020
Justyna80
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
Replies
8
Views
88
Oct 18, 2020
mkarakulov
L2.T6.103 Subprime mortgage securitizations (Ashcraft)
David Harper CFA FRM
Nov 1, 2010
Replies
13
Views
299
Oct 18, 2020
David Harper CFA FRM
P2.T6.329. Collateral in credit exposure (Gregory 5.1)
Nicole Seaman
Aug 22, 2013
2
Replies
27
Views
522
Oct 18, 2020
David Harper CFA FRM
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Kimberly D
Apr 25, 2013
2
3
4
Replies
64
Views
2,632
Oct 16, 2020
David Harper CFA FRM
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
8
Views
229
Oct 10, 2020
abhinavkhanna
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
2
Replies
32
Views
749
Oct 9, 2020
David Harper CFA FRM
P2.T6.313. Three-tiered securitization structure cashflows, Malz 9.2
Pam Gordon
May 9, 2013
2
Replies
29
Views
1,302
Oct 6, 2020
abhinavkhanna
P2.T6.312. Structured credit products, Malz 9.1
Pam Gordon
May 7, 2013
Replies
8
Views
309
Oct 6, 2020
abhinavkhanna
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
35
Views
1,119
Oct 4, 2020
abhinavkhanna
P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)
Nicole Seaman
Apr 24, 2019
Replies
6
Views
243
Sep 22, 2020
nicola.gire
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
2
Replies
23
Views
384
Sep 2, 2020
mkarakulov
PQ-T6
P2.T6.210. Credit Derivatives (CLN, CDO) (topic review)
David Harper CFA FRM
Sep 25, 2012
2
Replies
27
Views
652
Aug 26, 2020
evelyn.peng
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
13
Views
261
Aug 25, 2020
Justyna80
P2.T6.413. Credit exposure profiles (Gregory)
Nicole Seaman
Apr 29, 2014
2
Replies
34
Views
1,140
Aug 10, 2020
evelyn.peng
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
6
Views
125
Aug 10, 2020
David Harper CFA FRM
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
Nicole Seaman
Apr 22, 2014
2
3
Replies
48
Views
1,754
Aug 3, 2020
mukeshramawat
P2.T6.310. Single-factor credit model, Malz section 8.3
Pam Gordon
Apr 30, 2013
2
Replies
26
Views
1,263
Aug 3, 2020
Justyna80
P2.T6.405. Stulz on the credit risk of derivatives
Nicole Seaman
Apr 1, 2014
2
Replies
28
Views
1,192
Jul 16, 2020
Justyna80
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