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FRM prior Managing Credit Risk 2019-02-26
The Great Challenge for the Global Financial Markets
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2018 Part 2 GARP Practice Exam Nicole Seaman
Practice Part 2 (P2) 2018 Part 2 GARP Practice Exam 2019-01-24
2018 Part 2 GARP Practice Exam
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2018 Part 1 GARP Practice Exam Nicole Seaman
Practice Part 1 (P1) 2018 Part 1 GARP Practice Exam 2019-01-24
2018 Part 1 GARP Practice Exam
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2019: R78 - Kopp, Cyber Risk, Market Failures, and Financial Stability Nicole Seaman
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Part 1 - 2019 Curriculum Analysis Spreadsheet Nicole Seaman
Part 1 - 2019 Curriculum Analysis Spreadsheet
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Part 2 - 2019 Curriculum Analysis Spreadsheet Nicole Seaman
Part 2 - 2019 Curriculum Analysis Spreadsheet
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2019 FRM Learning Objectives Nicole Seaman
2019 GARP FRM Learning Objectives
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2019 GARP FRM Study Guide Nicole Seaman
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2018 GARP FRM Study Guide Nicole Seaman
Syllabus 2018 GARP FRM Study Guide 2018-01-08
Official GARP FRM Study Guide for 2018
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Hello. Hope you and your family stay healthy. Kindly provide me answer posted below

Assume that a 2 year corporate bond pays a coupon of 6 % per annum semi annually and has a yield of 8%. The yield for all maturities on risk free bonds is 4% per annum (expressed with continuous compounding). Assume that defaults can take place every year (immediately before coupon payment) and the recovery rate is 50%.
Nicole Seaman
Nicole Seaman
Hello @owias. We do not provide one-on-one support to any of our members. I see that you posted this question in the forum already so we ask that you please be patient. We do our best to answer questions in a timely manner, however, we also need to make sure we are supporting our paid members first with updated materials and answers to their questions so you will not always receive a reply immediately.
Hello David, can you help me solve this question?

Consider a ten-year mortgage loan secured by residential real estate, with an EAD of Euro 250,000 and an estimated LGD of 10 %. Supposing the customer’s PD is 2%, compute the capital requirement under the Basel II IRB approach, the standardized approach of Basel II, and under Basel I? Please explain step by step
I'm a business analyst for the market/credit risk simulation (CVA/PFE) unit in a bank's investment department
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