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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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Quiz - T6
P2.T6.710. Merton, survival time, and z-spread
Nicole Seaman
Jul 25, 2017
2
Replies
21
Views
590
May 23, 2019
David Harper CFA FRM
P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Nicole Seaman
May 22, 2019
Replies
0
Views
18
May 22, 2019
Nicole Seaman
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
1
Views
77
May 16, 2019
Jaskarn
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
6
Views
87
May 16, 2019
David Harper CFA FRM
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
0
Views
25
May 15, 2019
Nicole Seaman
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
7
Views
128
May 15, 2019
Rogue_Trader
P2.T6.600. Functions of central counterparties (CCPs) (Gregory)
Nicole Seaman
Jan 5, 2016
Replies
13
Views
261
May 14, 2019
gprisby
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
2
Views
90
May 12, 2019
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
26
Views
863
May 12, 2019
David Harper CFA FRM
PQ-T6
P2.T6.212. Merton-based default probabilities (topic review)
Suzanne Evans
Oct 2, 2012
Replies
16
Views
431
May 11, 2019
David Harper CFA FRM
P2.T6.909. Credit exposure metrics continued (expected positive exposure and effective exposure) (Gregory Ch.7)
Nicole Seaman
May 8, 2019
Replies
3
Views
67
May 9, 2019
jennaheffler
Quiz - T6
P2.T6.709. Credit risk components
Nicole Seaman
Jul 20, 2017
Replies
11
Views
293
May 9, 2019
David Harper CFA FRM
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
24
Views
628
May 9, 2019
David Harper CFA FRM
PQ-T6
P2.T6.211. Spread-based default probability (PD) (topic review)
Suzanne Evans
Sep 27, 2012
2
Replies
21
Views
571
May 5, 2019
gprisby
Quiz - T6
P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure
Nicole Seaman
Aug 1, 2017
Replies
8
Views
167
May 5, 2019
MiguelVitiello
PQ-T6
P2.T6.206. Counterparty risk (CVA) (topic review)
Suzanne Evans
Sep 11, 2012
2
Replies
29
Views
768
May 4, 2019
gprisby
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
3
Replies
40
Views
1,139
May 2, 2019
yuwaising
P2.T6.611. Securitization performance indicators (Choudhry)
David Harper CFA FRM
Feb 11, 2016
Replies
4
Views
189
Apr 28, 2019
David Harper CFA FRM
P2.T6.907. Collateral and the margin period of risk (Gregory Ch.6)
Nicole Seaman
Apr 24, 2019
Replies
0
Views
94
Apr 24, 2019
Nicole Seaman
P2.T6.701. Unexpected loss and return on risk-adjusted capital (RARORAC) (De Laurentis)
Nicole Seaman
Jan 5, 2017
2
Replies
22
Views
616
Apr 21, 2019
David Harper CFA FRM
P2.T6.707. Stress testing counterparty exposures
Nicole Seaman
Jan 26, 2017
Replies
7
Views
241
Apr 20, 2019
PJAYAKUMAR
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
14
Views
568
Apr 20, 2019
David Harper CFA FRM
P2.T6.320. Quantifying counterparty risk (Gregory 2.4)
Nicole Seaman
Jul 23, 2013
Replies
15
Views
372
Apr 19, 2019
Jaskarn
P2.T6.412. Effective expected positive exposure (EEPE) (Gregory)
Nicole Seaman
Apr 24, 2014
Replies
14
Views
578
Apr 18, 2019
David Harper CFA FRM
P2.T6.416. Credit default swaps (CDS) and credit spread curve (Gregory)
Nicole Seaman
May 8, 2014
2
Replies
22
Views
702
Apr 18, 2019
Nicole Seaman
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
0
Views
53
Apr 17, 2019
Nicole Seaman
P2.T6.606. Flaws in securitization of subprime mortgages prior to the global financial crisis-Crouhy
Nicole Seaman
Jan 26, 2016
Replies
5
Views
137
Apr 12, 2019
David Harper CFA FRM
L2.T6.102 Subprime securitization (Ashcraft)
David Harper CFA FRM
Oct 29, 2010
Replies
5
Views
203
Apr 11, 2019
yuwaising
P2.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
Replies
12
Views
341
Apr 11, 2019
David Harper CFA FRM
P2.T6.330. Exposure profiles with collateral (Gregory 5.4)
Nicole Seaman
Aug 27, 2013
Replies
13
Views
320
Apr 11, 2019
yuwaising
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