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Financial Risk Manager® (FRM). Free resource
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P2.T6. Credit Risk (25%)
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Errors Found in 2021/2022 Study Materials P2.T6. Credit Risk
Nicole Seaman
Jan 22, 2021
Replies
13
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4K
Sep 10, 2023
rajvar67
R
M
Capital structure question
mbbx5va2
Sep 5, 2023
Replies
2
Views
89
Sep 6, 2023
mbbx5va2
M
Funding Exposure vs. Credit Exposure
Shau_2207
Aug 19, 2023
Replies
2
Views
242
Aug 23, 2023
Shau_2207
M
credit spread - continuous compounding question
mbbx5va2
Jun 26, 2023
Replies
8
Views
294
Jul 30, 2023
LCosi6229
L
C
2013 GARP practice exam P2 question 6
cotton
May 15, 2013
Replies
11
Views
3K
May 25, 2023
enjofaes
Example 7.2 Portfolio Credit Risk
enjofaes
Apr 10, 2023
Replies
1
Views
274
Apr 10, 2023
David Harper CFA FRM
Credit default swaps
Shau_2207
Mar 16, 2023
Replies
5
Views
472
Mar 17, 2023
Shau_2207
S
Credit Valuation Adjustment vs Expected Loss
Sameera
Apr 19, 2021
Replies
6
Views
2K
Jan 31, 2023
gsarm1987
Topic Review Credit Risk
enjofaes
Jan 4, 2023
Replies
0
Views
306
Jan 4, 2023
enjofaes
Credit Transfer Markets CDOs
enjofaes
Jan 3, 2023
Replies
0
Views
257
Jan 3, 2023
enjofaes
Gregory, Ch3 (Ch9 GARP): Netting
enjofaes
Jan 1, 2023
Replies
2
Views
324
Jan 1, 2023
David Harper CFA FRM
Must-Watch Altman Z-score and history of rating assessment methodologies
enjofaes
Dec 24, 2022
Replies
0
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351
Dec 24, 2022
enjofaes
Y
GARP.FRM.PQ.P2
GARP Mock Exam 2022 Part II - Q 29 Probability
yukoc100
Sep 28, 2022
Replies
1
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555
Sep 28, 2022
David Harper CFA FRM
M
<< to be detailed in next major revision >>
mc123456
Feb 23, 2022
Replies
8
Views
953
Sep 13, 2022
David Harper CFA FRM
R
Portfolio UL
Randy Moon
Apr 25, 2022
Replies
2
Views
743
Apr 26, 2022
David Harper CFA FRM
R
ULC or Risk Contribution
Randy Moon
Apr 25, 2022
Replies
1
Views
550
Apr 26, 2022
bollengc
R
Funding purposes of securitization
Randy Moon
Mar 26, 2022
Replies
2
Views
561
Mar 27, 2022
Randy Moon
R
J
The xVA Challenge
JCamp6780
Mar 23, 2022
Replies
1
Views
553
Mar 26, 2022
Rblc
R
R
Explanation of default probability using BSM
Randy Moon
Feb 27, 2022
Replies
0
Views
648
Feb 27, 2022
Randy Moon
R
A
COLLATERAL : Calculation of Credit Support Amount
ABSMOGHE
Oct 30, 2018
Replies
7
Views
4K
Feb 17, 2022
bollengc
R
Probability of default modelling using logistic regression
roysaikat98
Jan 27, 2022
Replies
1
Views
723
Jan 29, 2022
Lu Shu Kai FRM
K
Netting
kuhelidatta
Nov 26, 2021
Replies
0
Views
505
Nov 26, 2021
kuhelidatta
K
F
Default correlation in expected loss?
frm_prep
Nov 3, 2021
Replies
5
Views
1K
Nov 11, 2021
frm_prep
F
B
Example 6.3 credit risk measurement and management : computing z spread
Bernard57950
Apr 27, 2019
Replies
6
Views
2K
Oct 24, 2021
David Harper CFA FRM
V
BCVA Formula
VishIyer01
Oct 24, 2021
Replies
4
Views
969
Oct 24, 2021
VishIyer01
V
K
Inconsistency in Stulz's BSM Equity Formula
kchristo
Sep 30, 2021
Replies
1
Views
614
Sep 30, 2021
David Harper CFA FRM
W
Mechanics of collateral and the types of collateral
wahahahaha
Sep 25, 2021
Replies
3
Views
598
Sep 28, 2021
wahahahaha
W
K
PART II - help with explaining the costs of an OTC derivative - Gregory, Ch 3.
kchristo
Sep 6, 2021
Replies
0
Views
499
Sep 6, 2021
kchristo
K
K
CVA increase/decrease with Credit spread
Kavita.bhangdia
Feb 29, 2016
2
Replies
22
Views
11K
Jul 11, 2021
abhinavkhanna
A
B
Study Notes: De Laurentis, Chapter 5: Validating Rating Models
BoboFettertinz
Sep 5, 2020
Replies
4
Views
870
Jun 3, 2021
Nicole Seaman
Understanding Credit-Linked Notes
Hend Abuenein
May 1, 2012
2
Replies
30
Views
41K
May 12, 2021
Sameera
S
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