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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.T6.310. Single-factor credit model, Malz section 8.3
Pam Gordon
Apr 30, 2013
2
Replies
28
Views
1K
Feb 24, 2021
abhinavkhanna
A
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
29
Views
960
Feb 18, 2021
badbunny
B
P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Nicole Seaman
May 22, 2019
Replies
3
Views
116
Feb 17, 2021
David Harper CFA FRM
P2.T6.916. Bilateral credit value adjustment (BCVA) and the debt value adjustment (DVA) (Gregory Ch.14)
Nicole Seaman
Nov 26, 2019
Replies
14
Views
200
Feb 17, 2021
kukhee
K
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
Replies
9
Views
163
Feb 16, 2021
David Harper CFA FRM
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
6
Views
196
Feb 15, 2021
Nicole Seaman
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Nicole Seaman
Apr 17, 2019
Replies
7
Views
164
Feb 14, 2021
thanhtam92
T
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
26
Views
818
Feb 11, 2021
Saswata
S
P2.T6.414. Impacts of netting and collateral on exposure (Gregory)
Nicole Seaman
May 1, 2014
2
Replies
20
Views
611
Feb 9, 2021
David Harper CFA FRM
P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Gregory Ch.5)
Nicole Seaman
Mar 27, 2019
Replies
2
Views
111
Jan 26, 2021
David Harper CFA FRM
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
2
Replies
24
Views
403
Jan 1, 2021
evelyn.peng
E
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
5
Views
340
Dec 29, 2020
Amns233
A
P2.T6.416. Credit default swaps (CDS) and credit spread curve (Gregory)
Nicole Seaman
May 8, 2014
2
Replies
20
Views
797
Dec 28, 2020
David Harper CFA FRM
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Nicole Seaman
Jan 10, 2017
Replies
12
Views
340
Dec 9, 2020
Soraya
S
P2.T6.402. Credit analyst roles (Golin)
Nicole Seaman
Mar 20, 2014
Replies
8
Views
308
Dec 1, 2020
Nicole Seaman
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
24
Views
713
Nov 25, 2020
PaulTomlin
P
P2.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
Replies
14
Views
426
Nov 20, 2020
David Harper CFA FRM
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
6
Views
119
Nov 14, 2020
richardmakachee
R
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
15
Views
704
Nov 11, 2020
Amns233
A
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
25
Views
617
Nov 10, 2020
David Harper CFA FRM
PQ-T6
P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
Suzanne Evans
Sep 18, 2012
2
3
Replies
42
Views
1K
Nov 3, 2020
Nicole Seaman
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
28
Views
1K
Nov 3, 2020
abhinavkhanna
A
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
3
Replies
46
Views
1K
Nov 2, 2020
David Harper CFA FRM
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
3
Replies
43
Views
1K
Oct 31, 2020
abhinavkhanna
A
P2.T6.316. Counterparty risk definition (Gregory)
Nicole Seaman
Jul 2, 2013
Replies
3
Views
246
Oct 28, 2020
ucaksbu
U
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
Replies
8
Views
102
Oct 18, 2020
mkarakulov
M
L2.T6.103 Subprime mortgage securitizations (Ashcraft)
David Harper CFA FRM
Nov 1, 2010
Replies
13
Views
306
Oct 18, 2020
David Harper CFA FRM
P2.T6.329. Collateral in credit exposure (Gregory 5.1)
Nicole Seaman
Aug 22, 2013
2
Replies
27
Views
536
Oct 18, 2020
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
64
Views
3K
Oct 16, 2020
David Harper CFA FRM
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
8
Views
240
Oct 10, 2020
abhinavkhanna
A
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