Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
Bionic Turtle
Cart
My Account
Log In
Sign up Free!
Shop FRM
Shop CFA
Forum
FAQs
Blog
Menu
Home
Forums
New posts
Search forums
What's new
New posts
New profile posts
Latest activity
Members
Current visitors
New profile posts
Search profile posts
Log in
What's new
Search
Search
Everywhere
Threads
This forum
Search titles only
By:
New posts
Search forums
Menu
Log in
Navigation
Install the app
Install
More options
Contact us
Close Menu
Home
Forums
FRM Practice Questions (PQs; for PAID customers)
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
P2.T6. Credit Risk
Practice questions for credit risk
1
2
3
…
Go to page
Go
10
Next
1 of 10
Go to page
Go
Next
Last
Filters
Show only:
Loading…
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
17
Views
583
Tuesday at 1:30 PM
Hamam
H
P2.T6.400. Definition and components of credit risk (Golin)
Nicole Seaman
Mar 13, 2014
Replies
17
Views
540
Saturday at 12:00 PM
poojanmehta1
P
P2.T6.333. Bilateral credit value adjustment (Gregory)
Nicole Seaman
Sep 5, 2013
2
Replies
23
Views
550
Oct 12, 2021
nc27
N
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
4
Views
97
Oct 10, 2021
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
3
Replies
40
Views
1K
Oct 9, 2021
pnunep
P
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
7
Views
277
Oct 4, 2021
Hamam
H
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
10
Views
284
Oct 3, 2021
David Harper CFA FRM
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
10
Views
480
Sep 29, 2021
alexwallace
A
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
28
Views
873
Sep 29, 2021
David Harper CFA FRM
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
11
Views
236
Sep 27, 2021
David Harper CFA FRM
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
17
Views
353
Sep 26, 2021
David Harper CFA FRM
P2.T6.900. Counterparty risk and xVA (Gregory Ch.4)
Nicole Seaman
Mar 6, 2019
Replies
7
Views
181
Sep 26, 2021
David Harper CFA FRM
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
8
Views
217
Sep 25, 2021
wahahahaha
W
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
35
Views
917
Sep 24, 2021
David Harper CFA FRM
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
12
Views
507
Sep 24, 2021
David Harper CFA FRM
P2.T6.306. Credit spreads and spread '01 (DVCS; Malz section 7.1)
Fran
Apr 16, 2013
2
Replies
26
Views
1K
Sep 21, 2021
David Harper CFA FRM
P2.T6.703 Structural versus Reduced-form credit risk approaches (DeLaurentis)
Nicole Seaman
Jan 12, 2017
2
Replies
22
Views
581
Sep 14, 2021
David Harper CFA FRM
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
27
Views
803
Sep 10, 2021
Hamam
H
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
Nicole Seaman
Apr 22, 2014
2
3
Replies
49
Views
2K
Aug 22, 2021
Ellie_10
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Kimberly D
Apr 25, 2013
2
3
4
Replies
73
Views
3K
Aug 20, 2021
David Harper CFA FRM
P2.T6.410. Collateral and rehypothecation (Gregory)
Nicole Seaman
Apr 17, 2014
Replies
18
Views
499
Aug 16, 2021
patriciar
P
P2.T6.330. Exposure profiles with collateral (Gregory 5.4)
Nicole Seaman
Aug 27, 2013
Replies
18
Views
424
Aug 2, 2021
abhinavkhanna
A
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
15
Views
241
Jul 31, 2021
abhinavkhanna
A
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Nicole Seaman
Aug 29, 2013
Replies
14
Views
565
Jul 11, 2021
abhinavkhanna
A
P2.T6.418. Incremental and Marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 15, 2014
2
Replies
31
Views
965
Jul 11, 2021
abhinavkhanna
A
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
8
Views
165
May 23, 2021
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
11
Views
248
May 22, 2021
patriciar
P
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
9
Views
241
May 14, 2021
VishIyer01
V
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
17
Views
754
May 12, 2021
David Harper CFA FRM
P2.T6.317. Counterparty risk terminology (Gregory)
Nicole Seaman
Jul 4, 2013
Replies
15
Views
381
May 12, 2021
VishIyer01
V
1
2
3
…
Go to page
Go
10
Next
1 of 10
Go to page
Go
Next
Last
You must log in or register to post here.
Home
Forums
FRM Practice Questions (PQs; for PAID customers)
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
Accept
Learn more…
Top
