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P2.T6. Credit Risk

Practice questions for credit risk
Nicole Seaman
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Replies
17
Views
727
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.317. Counterparty risk terminology (Gregory)
Replies
15
Views
360
VishIyer01
V
Nicole Seaman
P2.T6.900. Counterparty risk and xVA (Gregory Ch.4)
Replies
5
Views
148
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz - T6 P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure
Replies
15
Views
274
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
PQ-T6 P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
2 3
Replies
45
Views
1K
thanhtam92
T
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
2 3 4
Replies
68
Views
3K
ami44
A
Nicole Seaman
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Replies
14
Views
205
lynnding2016
L
Suzanne Evans
PQ-T6 P2.T6.211. Spread-based default probability (PD) (topic review)
2
Replies
28
Views
805
badbunny
B
Nicole Seaman
Quiz - T6 P2.T6.715. Credit derivatives and securitization
2
Replies
22
Views
444
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Replies
13
Views
142
Shahnawaz
S
Nicole Seaman
P2.T6.413. Credit exposure profiles (Gregory)
2
Replies
35
Views
1K
patriciar
P
Nicole Seaman
P2.T6.414. Impacts of netting and collateral on exposure (Gregory)
2
Replies
28
Views
696
patriciar
P
Nicole Seaman
P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Replies
6
Views
141
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.323. ISDA Master Agreement (Gregory)
Replies
6
Views
270
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.410. Collateral and rehypothecation (Gregory)
Replies
14
Views
470
patriciar
P
Nicole Seaman
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Replies
8
Views
202
patriciar
P
Nicole Seaman
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Replies
4
Views
189
kukhee
K
David Harper CFA FRM
PQ-T6 P2.T6.210. Credit Derivatives (CLN, CDO) (topic review)
2
Replies
30
Views
748
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Replies
10
Views
205
rohinjain
R
Nicole Seaman
P2.T6.406. Counterparty risk characteristics (Gregory)
Replies
13
Views
316
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Replies
7
Views
418
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.405. Stulz on the credit risk of derivatives
2
Replies
35
Views
1K
patriciar
P
Nicole Seaman
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
2 3
Replies
45
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Replies
2
Views
82
pkothan
P
Nicole Seaman
P2.T6.605. Risk-based pricing in financial services (Crouhy)
Replies
4
Views
210
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
PQ-T6 P2.T6.212. Merton-based default probabilities (topic review)
Replies
18
Views
562
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz - T6 P2.T6.714. Wrong-way risk, counterparty credit risk (CCR) stress testing, and credit support annex
Replies
8
Views
201
abhinavkhanna
A
Nicole Seaman
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Replies
15
Views
306
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
P2.T6.611. Securitization performance indicators (Choudhry)
Replies
7
Views
259
abhinavkhanna
A
David Harper CFA FRM
P2.T6.610. Securitization process (Choudhry)
Replies
16
Views
448
David Harper CFA FRM
David Harper CFA FRM
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