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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.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
10
Views
191
Wednesday at 3:27 AM
Shubham Kr. Verma
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
22
Views
522
Tuesday at 1:54 PM
David Harper CFA FRM
Quiz - T6
P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure
Nicole Seaman
Aug 1, 2017
Replies
13
Views
216
Monday at 12:35 PM
Paco9105
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Kimberly D
Apr 25, 2013
2
3
4
Replies
70
Views
2,426
Jul 3, 2020
Nicole Seaman
P2.T6.313. Three-tiered securitization structure cashflows, Malz 9.2
Pam Gordon
May 9, 2013
2
Replies
33
Views
1,199
Jun 13, 2020
David Harper CFA FRM
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
4
Views
50
May 19, 2020
David Harper CFA FRM
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
Replies
7
Views
85
May 19, 2020
abhinavkhanna
P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Gregory Ch.14)
Nicole Seaman
Nov 26, 2019
Replies
7
Views
53
May 19, 2020
abhinavkhanna
P2.T6.328. Marginal expected exposure (marginal EE; Gregory 4.5)
Nicole Seaman
Aug 20, 2013
2
Replies
36
Views
1,137
May 18, 2020
David Harper CFA FRM
P2.T6.304. Single-factor credit risk model (Malz)
Fran
Mar 11, 2013
2
Replies
20
Views
656
May 17, 2020
David Harper CFA FRM
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
12
Views
112
May 13, 2020
abhinavkhanna
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
1
Views
28
May 12, 2020
nicola.gire
P2.T6.410. Collateral and rehypothecation (Gregory)
Nicole Seaman
Apr 17, 2014
Replies
12
Views
419
May 11, 2020
abhinavkhanna
P2.T6.325. Collateral to reduce credit exposure (Gregory)
Nicole Seaman
Aug 8, 2013
Replies
16
Views
398
May 11, 2020
abhinavkhanna
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
33
Views
672
May 7, 2020
abhinavkhanna
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
27
Views
1,190
May 5, 2020
Justyna80
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
2
Replies
28
Views
612
May 5, 2020
David Harper CFA FRM
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
Replies
6
Views
35
Apr 26, 2020
chintanmatalia
P2.T6.333. Bilateral credit value adjustment (Gregory)
Nicole Seaman
Sep 5, 2013
Replies
17
Views
423
Mar 16, 2020
chintanmatalia
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
23
Views
609
Mar 10, 2020
mcrisk7
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
2
Views
83
Feb 18, 2020
David Harper CFA FRM
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
2
Views
103
Feb 17, 2020
David Harper CFA FRM
P2.T6.414. Impacts of netting and collateral on exposure (Gregory)
Nicole Seaman
May 1, 2014
2
Replies
20
Views
554
Feb 5, 2020
Rohit
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
26
Views
884
Feb 4, 2020
Serdar7891
P2.T6.322. Credit exposure metrics, continued (Gregory)
Nicole Seaman
Jul 30, 2013
Replies
7
Views
240
Feb 4, 2020
Rohit
P2.T6.612. Securitization and the financial crisis (Choudhry)
Nicole Seaman
Feb 16, 2016
2
Replies
23
Views
600
Jan 29, 2020
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
30
Views
1,016
Jan 27, 2020
Rohit
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Nicole Seaman
Jan 10, 2017
Replies
13
Views
298
Jan 23, 2020
Rohit
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
16
Views
496
Dec 20, 2019
ami44
P2.T6.419. Wrong-way counterparty risk (Gregory)
Nicole Seaman
Jul 28, 2014
2
Replies
32
Views
1,077
Dec 10, 2019
evelyn.peng
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