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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.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
Replies
12
Views
419
Feb 11, 2019
gprisby
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
Replies
19
Views
777
Feb 7, 2019
gprisby
P2.T6.403. Stulz on Merton model: credit risk as an option
Nicole Seaman
Mar 25, 2014
2
Replies
33
Views
863
Feb 7, 2019
FRM candidate
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
Replies
18
Views
332
Feb 6, 2019
David Harper CFA FRM
P2.T6.703 Structural versus Reduced-form credit risk approaches (DeLaurentis)
Nicole Seaman
Jan 12, 2017
2
Replies
20
Views
285
Feb 5, 2019
gprisby
P2.T6.405. Stulz on the credit risk of derivatives
Nicole Seaman
Apr 1, 2014
2
Replies
25
Views
767
Dec 29, 2018
David Harper CFA FRM
P2.T6.701. Unexpected loss and return on risk-adjusted capital (RARORAC) (De Laurentis)
Nicole Seaman
Jan 5, 2017
2
Replies
20
Views
496
Dec 29, 2018
David Harper CFA FRM
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
Replies
14
Views
267
Nov 14, 2018
bzauski
PQ-T6
P2.T6.209. Credit Derivatives (Total return swaps) (topic review)
Suzanne Evans
Sep 20, 2012
2
3
Replies
43
Views
705
Nov 14, 2018
Marco.Musci
P2.T6.302. Malz on counterparty risk
Fran
Mar 5, 2013
Replies
7
Views
190
Nov 9, 2018
kbaradzina
P2.T6.312. Structured credit products, Malz 9.1
Pam Gordon
May 7, 2013
Replies
5
Views
238
Nov 9, 2018
kbaradzina
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Nicole Seaman
Aug 29, 2013
Replies
12
Views
383
Nov 8, 2018
Nicole Seaman
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
Replies
37
Views
976
Nov 7, 2018
David Harper CFA FRM
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Kimberly D
Apr 25, 2013
2
3
Replies
56
Views
1,747
Nov 4, 2018
David Harper CFA FRM
P2.T6.417. Credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 13, 2014
2
Replies
20
Views
624
Oct 25, 2018
firsova
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
Replies
39
Views
697
Oct 25, 2018
jackjackxie
P2.T6.419. Wrong-way counterparty risk (Gregory)
Nicole Seaman
Jul 28, 2014
2
Replies
29
Views
803
Oct 22, 2018
btechlc
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Nicole Seaman
Jan 10, 2017
Replies
10
Views
171
Oct 22, 2018
flipperskrif@gmail.com
P2.T6.328. Marginal expected exposure (marginal EE; Gregory 4.5)
Nicole Seaman
Aug 20, 2013
2
Replies
34
Views
882
Oct 21, 2018
David Harper CFA FRM
P2.T6.416. Credit default swaps (CDS) and credit spread curve (Gregory)
Nicole Seaman
May 8, 2014
2
Replies
20
Views
612
Oct 19, 2018
Marco.Musci
P2.T6.329. Collateral in credit exposure (Gregory 5.1)
Nicole Seaman
Aug 22, 2013
2
Replies
22
Views
379
Oct 18, 2018
David Harper CFA FRM
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
Nicole Seaman
Apr 22, 2014
2
3
Replies
41
Views
1,326
Oct 18, 2018
David Harper CFA FRM
P2.T6.413. Credit exposure profiles (Gregory)
Nicole Seaman
Apr 29, 2014
2
Replies
30
Views
777
Oct 18, 2018
David Harper CFA FRM
L2.T6.108 Structured credit ratings (Ashcraft)
David Harper CFA FRM
Nov 8, 2010
Replies
5
Views
148
Oct 18, 2018
emilioalzamora1
P2.T6.401. Credit analysis of consumers, corporations, financial institutions, and sovereigns (Golin)
Nicole Seaman
Mar 18, 2014
Replies
5
Views
287
Oct 17, 2018
bzauski
P2.T6.316. Counterparty risk definition (Gregory)
Nicole Seaman
Jul 2, 2013
Replies
2
Views
180
Oct 17, 2018
David Harper CFA FRM
P2.T6.418. Incremental and Marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 15, 2014
2
Replies
27
Views
593
Oct 12, 2018
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
Replies
20
Views
703
Sep 27, 2018
Linghan
P2.T6.601. Central counterparty (CCP) netting logistics (Gregory)
Nicole Seaman
Jan 7, 2016
Replies
9
Views
178
Sep 27, 2018
David Harper CFA FRM
P2.T6.409. Credit support annex (Gregory)
Nicole Seaman
Apr 15, 2014
Replies
2
Views
154
Sep 27, 2018
David Harper CFA FRM
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