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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.T6.409. Credit support annex (Gregory)
Nicole Seaman
Apr 15, 2014
Replies
4
Views
286
Feb 8, 2022
David Harper CFA FRM
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
8
Views
225
Dec 8, 2021
rkawai
R
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
13
Views
670
Dec 5, 2021
Hamam
H
P2.T6.400. Definition and components of credit risk (Golin)
Nicole Seaman
Mar 13, 2014
Replies
17
Views
640
Nov 23, 2021
Rblc
R
PQ-T6
P2.T6.212. Merton-based default probabilities (topic review)
Suzanne Evans
Oct 2, 2012
2
Replies
21
Views
625
Nov 18, 2021
abhinavkhanna
A
P2.T6.410. Collateral and rehypothecation (Gregory)
Nicole Seaman
Apr 17, 2014
Replies
18
Views
653
Nov 17, 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
4
Views
275
Nov 17, 2021
David Harper CFA FRM
P2.T6.603. Retail banking credit risks (Crouhy)
Nicole Seaman
Jan 14, 2016
Replies
5
Views
359
Nov 15, 2021
David Harper CFA FRM
P2.T6.318 Counterparty risk terms, continued (Gregory)
Nicole Seaman
Jul 9, 2013
Replies
13
Views
589
Oct 27, 2021
David Harper CFA FRM
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
15
Views
692
Oct 19, 2021
Hamam
H
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
10
Views
573
Oct 3, 2021
David Harper CFA FRM
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
17
Views
556
Sep 26, 2021
David Harper CFA FRM
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
33
Views
1K
Sep 24, 2021
David Harper CFA FRM
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
24
Views
1K
Sep 10, 2021
Hamam
H
P2.T6.330. Exposure profiles with collateral (Gregory 5.4)
Nicole Seaman
Aug 27, 2013
Replies
15
Views
484
Aug 2, 2021
abhinavkhanna
A
PQ-T6
P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
Suzanne Evans
Sep 18, 2012
2
3
Replies
45
Views
1K
May 7, 2021
thanhtam92
T
P2.T6.413. Credit exposure profiles (Gregory)
Nicole Seaman
Apr 29, 2014
2
Replies
25
Views
1K
Apr 24, 2021
patriciar
P
P2.T6.323. ISDA Master Agreement (Gregory)
Nicole Seaman
Aug 1, 2013
Replies
4
Views
350
Apr 18, 2021
David Harper CFA FRM
PQ-T6
P2.T6.210. Credit Derivatives (CLN, CDO) (topic review)
David Harper CFA FRM
Sep 25, 2012
2
Replies
30
Views
812
Apr 14, 2021
David Harper CFA FRM
Quiz - T6
P2.T6.714. Wrong-way risk, counterparty credit risk (CCR) stress testing, and credit support annex
Nicole Seaman
Aug 8, 2017
Replies
8
Views
293
Mar 15, 2021
abhinavkhanna
A
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
3
Replies
48
Views
2K
Mar 10, 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
657
Feb 17, 2021
kukhee
K
P2.T6.416. Credit default swaps (CDS) and credit spread curve (Gregory)
Nicole Seaman
May 8, 2014
2
Replies
20
Views
841
Dec 28, 2020
David Harper CFA FRM
P2.T6.402. Credit analyst roles (Golin)
Nicole Seaman
Mar 20, 2014
Replies
4
Views
480
Dec 1, 2020
Nicole Seaman
L2.T6.103 Subprime mortgage securitizations (Ashcraft)
David Harper CFA FRM
Nov 1, 2010
Replies
12
Views
413
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
626
Oct 18, 2020
David Harper CFA FRM
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Nicole Seaman
Jan 17, 2017
2
Replies
28
Views
1K
Oct 9, 2020
David Harper CFA FRM
P2.T6.312. Structured credit products, Malz 9.1
Pam Gordon
May 7, 2013
Replies
8
Views
451
Oct 6, 2020
abhinavkhanna
A
P2.T6.304. Single-factor credit risk model (Malz)
Fran
Mar 11, 2013
2
Replies
20
Views
831
May 17, 2020
David Harper CFA FRM
P2.T6.325. Collateral to reduce credit exposure (Gregory)
Nicole Seaman
Aug 8, 2013
Replies
16
Views
490
May 11, 2020
abhinavkhanna
A
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