What's new

FRM P2.T6. Credit Risk

Part 2, Topic 6 is Credit Risk. Exam weight = 25%. Topics include: Credit analysis; Default risk: Quantitative methodologies; Expected and unexpected loss; Credit VaR; Counterparty risk; Credit derivatives; and Structured finance and securitization

Top resources

The Great Challenge for the Global Financial Markets
0.00 star(s) 0 ratings
Downloads
89
Updated
0.00 star(s) 0 ratings
Downloads
51
Updated
Fixed Income Valuation Course
0.00 star(s) 0 ratings
Downloads
177
Updated
0.00 star(s) 0 ratings
Downloads
200
Updated
Original FRM resource on credit expected loss (EL) and unexpected loss (UL)
5.00 star(s) 1 ratings
Downloads
175
Updated
The best explanation of CDS-bond basis and its factors
5.00 star(s) 1 ratings
Downloads
141
Updated
Chapter 2 and 4 are excellent introductions to CDS, TROR, credit spreads, CLN and CDO
0.00 star(s) 0 ratings
Downloads
131
Updated
Bank of England, Handbook #34
5.00 star(s) 1 ratings
Downloads
139
Updated
5.00 star(s) 1 ratings
Downloads
161
Updated
Top