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P2.T6. Credit Risk

Practice questions for credit risk
Nicole Seaman
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Replies
14
Views
554
abhinavkhanna
A
Nicole Seaman
P2.T6.418. Incremental and Marginal credit value adjustment (CVA) (Gregory)
2
Replies
31
Views
925
abhinavkhanna
A
Nicole Seaman
P2.T6.333. Bilateral credit value adjustment (Gregory)
2
Replies
20
Views
511
patriciar
P
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
2 3 4
Replies
71
Views
3K
srijanee
S
Nicole Seaman
P2.T6.917. Wrong way risk (Gregory Ch.17)
Replies
9
Views
209
VishIyer01
V
Nicole Seaman
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Replies
8
Views
153
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.330. Exposure profiles with collateral (Gregory 5.4)
Replies
15
Views
411
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Replies
11
Views
224
patriciar
P
Nicole Seaman
P2.T6.906. Features of a collateralization agreement (Gregory Ch.6)
Replies
9
Views
221
VishIyer01
V
Nicole Seaman
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Replies
17
Views
735
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.317. Counterparty risk terminology (Gregory)
Replies
15
Views
369
VishIyer01
V
Nicole Seaman
P2.T6.900. Counterparty risk and xVA (Gregory Ch.4)
Replies
5
Views
154
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
Quiz - T6 P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure
Replies
15
Views
275
David Harper CFA FRM
David Harper CFA FRM
Suzanne Evans
PQ-T6 P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
2 3
Replies
45
Views
1K
thanhtam92
T
Nicole Seaman
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Replies
14
Views
211
lynnding2016
L
Suzanne Evans
PQ-T6 P2.T6.211. Spread-based default probability (PD) (topic review)
2
Replies
28
Views
806
badbunny
B
Nicole Seaman
Quiz - T6 P2.T6.715. Credit derivatives and securitization
2
Replies
22
Views
446
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Replies
13
Views
155
Shahnawaz
S
Nicole Seaman
P2.T6.413. Credit exposure profiles (Gregory)
2
Replies
35
Views
1K
patriciar
P
Nicole Seaman
P2.T6.414. Impacts of netting and collateral on exposure (Gregory)
2
Replies
28
Views
701
patriciar
P
Nicole Seaman
P2.T6.911. Impact of netting on exposure (Gregory, Ch.7)
Replies
6
Views
144
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.323. ISDA Master Agreement (Gregory)
Replies
6
Views
274
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.410. Collateral and rehypothecation (Gregory)
Replies
14
Views
473
patriciar
P
Nicole Seaman
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Replies
4
Views
194
kukhee
K
David Harper CFA FRM
PQ-T6 P2.T6.210. Credit Derivatives (CLN, CDO) (topic review)
2
Replies
30
Views
752
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.406. Counterparty risk characteristics (Gregory)
Replies
13
Views
318
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Replies
7
Views
431
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.405. Stulz on the credit risk of derivatives
2
Replies
35
Views
1K
patriciar
P
Nicole Seaman
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
2 3
Replies
45
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Replies
2
Views
85
pkothan
P
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