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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.T6.320. Quantifying counterparty risk (Gregory 2.4)
Nicole Seaman
Jul 23, 2013
Replies
15
Views
330
Yesterday at 12:44 AM
Jaskarn
P2.T6.412. Effective expected positive exposure (EEPE) (Gregory)
Nicole Seaman
Apr 24, 2014
Replies
14
Views
543
Thursday at 5:53 PM
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
672
Thursday at 8:58 AM
Nicole Seaman
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
4
Views
34
Wednesday at 11:44 AM
Nicole Seaman
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Wednesday at 7:58 AM
Replies
0
Views
11
Wednesday at 7:58 AM
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
127
Apr 12, 2019
David Harper CFA FRM
L2.T6.102 Subprime securitization (Ashcraft)
David Harper CFA FRM
Oct 29, 2010
Replies
5
Views
195
Apr 11, 2019
yuwaising
P2.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
Replies
12
Views
312
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
313
Apr 11, 2019
yuwaising
P2.T6.600. Functions of central counterparties (CCPs) (Gregory)
Nicole Seaman
Jan 5, 2016
Replies
11
Views
234
Apr 10, 2019
yuwaising
L2.T6.106. Subprime securitization capital structure (Ashcraft)
David Harper CFA FRM
Nov 4, 2010
Replies
5
Views
177
Apr 10, 2019
yuwaising
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
23
Views
680
Apr 9, 2019
David Harper CFA FRM
P2.T6.329. Collateral in credit exposure (Gregory 5.1)
Nicole Seaman
Aug 22, 2013
2
Replies
25
Views
408
Apr 9, 2019
David Harper CFA FRM
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
12
Views
317
Apr 8, 2019
David Harper CFA FRM
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
26
Views
507
Apr 8, 2019
David Harper CFA FRM
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
0
Views
30
Apr 3, 2019
Nicole Seaman
Quiz - T6
P2.T6.710. Merton, survival time, and z-spread
Nicole Seaman
Jul 25, 2017
Replies
19
Views
445
Apr 1, 2019
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
62
Views
1,938
Mar 30, 2019
nansverma
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
2
Replies
23
Views
414
Mar 29, 2019
JohnnyTyler01
P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Gregory Ch.5)
Nicole Seaman
Mar 27, 2019
Replies
0
Views
28
Mar 27, 2019
Nicole Seaman
P2.T6.401. Credit analysis of consumers, corporations, financial institutions, and sovereigns (Golin)
Nicole Seaman
Mar 18, 2014
Replies
7
Views
317
Mar 24, 2019
David Harper CFA FRM
P2.T6.612. Securitization and the financial crisis (Choudhry)
Nicole Seaman
Feb 16, 2016
Replies
19
Views
388
Mar 24, 2019
David Harper CFA FRM
P2.T6.313. Three-tiered securitization structure cashflows, Malz 9.2
Pam Gordon
May 9, 2013
2
Replies
26
Views
959
Mar 24, 2019
nansverma
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
0
Views
32
Mar 20, 2019
Nicole Seaman
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
Replies
11
Views
193
Mar 15, 2019
David Harper CFA FRM
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
0
Views
27
Mar 13, 2019
Nicole Seaman
P2.T6.611. Securitization performance indicators (Choudhry)
David Harper CFA FRM
Feb 11, 2016
Replies
2
Views
162
Mar 12, 2019
David Harper CFA FRM
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
9
Views
346
Mar 11, 2019
mansoor_memon
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
21
Views
862
Mar 9, 2019
David Harper CFA FRM
P2.T6.419. Wrong-way counterparty risk (Gregory)
Nicole Seaman
Jul 28, 2014
2
Replies
31
Views
877
Mar 8, 2019
David Harper CFA FRM
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