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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.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
5
Views
143
Monday at 1:38 PM
Nicole Seaman
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
25
Views
713
Saturday at 11:34 AM
evelyn.peng
P2.T6.612. Securitization and the financial crisis (Choudhry)
Nicole Seaman
Feb 16, 2016
2
Replies
21
Views
551
Nov 15, 2019
David Harper CFA FRM
P2.T6.412. Effective expected positive exposure (EEPE) (Gregory)
Nicole Seaman
Apr 24, 2014
Replies
15
Views
620
Nov 15, 2019
Peterfcm
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
Nicole Seaman
Apr 22, 2014
2
3
Replies
44
Views
1,587
Nov 14, 2019
Malefane
P2.T6.914. Pricing counterparty risk with the credit value adjustment (CVA) (Gregory Ch.14)
Nicole Seaman
Nov 14, 2019
Replies
0
Views
16
Nov 14, 2019
Nicole Seaman
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
Replies
18
Views
298
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
920
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
9
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
658
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
2,247
Nov 11, 2019
tom87
P2.T6.324. Impact of netting on exposure (Gregory)
Nicole Seaman
Aug 6, 2013
Replies
7
Views
318
Nov 11, 2019
Sixcarbs
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
20
Views
475
Nov 4, 2019
jwagner88
PQ-T6
P2.T6.206. Counterparty risk (CVA) (topic review)
Suzanne Evans
Sep 11, 2012
2
Replies
32
Views
876
Oct 24, 2019
kate18233
L2.T6.105 Subprime mortgage market (Ashcraft & GSAMP 2006-NC2)
David Harper CFA FRM
Nov 3, 2010
Replies
4
Views
174
Oct 21, 2019
David Harper CFA FRM
P2.T6.306. Credit spreads and spread '01 (DVCS; Malz section 7.1)
Fran
Apr 16, 2013
2
Replies
23
Views
796
Oct 21, 2019
David Harper CFA FRM
P2.T6.322. Credit exposure metrics, continued (Gregory)
Nicole Seaman
Jul 30, 2013
Replies
4
Views
215
Oct 18, 2019
Nicole Seaman
P2.T6.406. Counterparty risk characteristics (Gregory)
Nicole Seaman
Apr 3, 2014
Replies
11
Views
264
Oct 18, 2019
Sixcarbs
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
14
Views
411
Oct 17, 2019
David Harper CFA FRM
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
25
Views
834
Oct 15, 2019
David Harper CFA FRM
P2.T6.317. Counterparty risk terminology (Gregory)
Nicole Seaman
Jul 4, 2013
Replies
9
Views
296
Oct 14, 2019
zxlact29
P2.T6.310. Single-factor credit model, Malz section 8.3
Pam Gordon
Apr 30, 2013
2
Replies
23
Views
1,050
Oct 13, 2019
David Harper CFA FRM
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
Replies
14
Views
504
Oct 13, 2019
David Harper CFA FRM
P2.T6.311. Credit VaR using single-factor model, Malz section 8.4
Pam Gordon
May 2, 2013
2
Replies
32
Views
1,105
Oct 13, 2019
evelyn.peng
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
2
Replies
26
Views
557
Oct 11, 2019
zxlact29
P2.T6.332. Incremental and marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
Sep 3, 2013
2
Replies
28
Views
746
Oct 6, 2019
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
27
Views
930
Oct 6, 2019
evelyn.peng
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Nicole Seaman
Aug 29, 2013
Replies
13
Views
468
Oct 6, 2019
Amarnadh D
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
3
Replies
41
Views
972
Sep 30, 2019
David Harper CFA FRM
P2.T6.305. Credit Value at Risk (CVaR) (Malz)
Fran
Mar 14, 2013
2
3
Replies
51
Views
1,339
Sep 20, 2019
David Harper CFA FRM
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