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exposure-at-default

  1. Nicole Seaman

    P2.T6.709. Credit risk components

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
  2. Nicole Seaman

    P2.T6.700. Credit risk classifications (De Laurentis)

    Learning objectives: Describe the role of ratings in credit risk management. Describe classifications of credit risk and their correlation with other financial risks. Define default risk, recovery risk, exposure risk and calculate exposure at default. Questions: 700.1. In contrasting...
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