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    P.2 Credit VaR

    Hi David, I did the FRM part 2 exam in November 2016 but unfortunately I falsed. I remembered one questios about Credit Var, which I was not able to get the solution. Please could you help me? question: Bank has a basket of 500 short CDS. Each CDS for $1.000.000 bond, which has a 4%...
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