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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.T6.333. Bilateral credit value adjustment (Gregory)
Nicole Seaman
Sep 5, 2013
Replies
17
Views
410
Mar 16, 2020
chintanmatalia
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
30
Views
638
Mar 11, 2020
chintanmatalia
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
23
Views
586
Mar 10, 2020
mcrisk7
P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Gregory Ch.14)
Nicole Seaman
Nov 26, 2019
Replies
4
Views
34
Mar 7, 2020
David Harper CFA FRM
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
7
Views
88
Feb 25, 2020
grille89
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
Replies
4
Views
51
Feb 20, 2020
David Harper CFA FRM
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
2
Views
34
Feb 20, 2020
David Harper CFA FRM
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
2
Views
76
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
91
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
544
Feb 5, 2020
Rohit
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
26
Views
866
Feb 4, 2020
Serdar7891
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
24
Views
1,149
Feb 4, 2020
txiong
P2.T6.322. Credit exposure metrics, continued (Gregory)
Nicole Seaman
Jul 30, 2013
Replies
7
Views
237
Feb 4, 2020
Rohit
P2.T6.612. Securitization and the financial crisis (Choudhry)
Nicole Seaman
Feb 16, 2016
2
Replies
23
Views
590
Jan 29, 2020
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
30
Views
988
Jan 27, 2020
Rohit
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Nicole Seaman
Jan 10, 2017
Replies
13
Views
284
Jan 23, 2020
Rohit
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
16
Views
494
Dec 20, 2019
ami44
P2.T6.419. Wrong-way counterparty risk (Gregory)
Nicole Seaman
Jul 28, 2014
2
Replies
32
Views
1,060
Dec 10, 2019
evelyn.peng
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
Nicole Seaman
Apr 22, 2014
2
3
Replies
45
Views
1,638
Nov 30, 2019
evelyn.peng
S
Study Notes for Gregory and De Laurentis
Serdar7891
Nov 24, 2019
Replies
2
Views
22
Nov 24, 2019
Serdar7891
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
5
Views
160
Nov 18, 2019
Nicole Seaman
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
25
Views
745
Nov 16, 2019
evelyn.peng
P2.T6.412. Effective expected positive exposure (EEPE) (Gregory)
Nicole Seaman
Apr 24, 2014
Replies
15
Views
627
Nov 15, 2019
Peterfcm
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
0
Views
27
Nov 14, 2019
Nicole Seaman
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
Replies
18
Views
302
Nov 12, 2019
David Harper CFA FRM
PQ-T6
P2.T6.209. Credit Derivatives (Total return swaps) (topic review)
Suzanne Evans
Sep 20, 2012
2
3
Replies
48
Views
928
Nov 12, 2019
David Harper CFA FRM
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
0
Views
17
Nov 12, 2019
Nicole Seaman
PQ-T6
P2.T6.211. Spread-based default probability (PD) (topic review)
Suzanne Evans
Sep 27, 2012
2
Replies
25
Views
665
Nov 11, 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
65
Views
2,349
Nov 11, 2019
tom87
P2.T6.324. Impact of netting on exposure (Gregory)
Nicole Seaman
Aug 6, 2013
Replies
7
Views
326
Nov 11, 2019
Sixcarbs
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