P2.T6. Credit Risk Measurement & Management PQs

Covers the assessment and management of credit risk, including default risk, credit exposure, portfolio credit models, and credit derivatives.
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P1
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2
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6
SAhme4690
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Derrick.Roslaniec
P2.T6.25.7 Balancing Creditworthiness, Profitability, and Risk in Financial Services
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0
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38
Derrick.Roslaniec
Derrick.Roslaniec
Derrick.Roslaniec
P2.T6.25.6 Credit Risk Scoring Model Types, Mortgage Assessments and Performance Metrics
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2
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30
Clay Carter
Clay Carter
Derrick.Roslaniec
P2.T6.25.5 Risk Management in Retail Banking, Analysis, Comparisons, and Solutions
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0
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25
Derrick.Roslaniec
Derrick.Roslaniec
Derrick.Roslaniec
P2.T6.25.4 DVA Calculations and Pitfalls in Stress Testing CCR
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6
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65
AAder5351
A
Derrick.Roslaniec
P2.T6.25.3 Calculating Stressed CVA and Stress Loss
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0
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36
Derrick.Roslaniec
Derrick.Roslaniec
Derrick.Roslaniec
P2.T6.25.2 Stress Testing Loans and Derivative Portfolios
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3
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50
TYasu5678
T
Derrick.Roslaniec
P2.T6.25.1 Counterparty Credit Risk Exposures and Risk Reporting
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0
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37
Derrick.Roslaniec
Derrick.Roslaniec
Nicole Seaman
P2.T6.24.34 Credit Value Adjustment and Debt Value Adjustment
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8
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157
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T6.24.33. Wrong-Way Collateral, Modeling, and Central Clearing
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7
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99
AKhar2613
A
Nicole Seaman
P2.T6.24.32. Funding and Credit Exposure, Effective Expected Positive Exposure, and Aggregation
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18
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190
ABhat6989
A
Nicole Seaman
P2.T6.24.31. Bilateral and Central Clearing
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2
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94
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.30. Loss Waterfall and Variation Margin
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2
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98
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.29. CCP, Novation, and Central Clearing
2
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21
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256
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.28. Regulatory Capital Requirements, Support Amount Margin
2
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23
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239
ABhat6989
A
Nicole Seaman
P2.T6.24.27 Trade compression of derivative positions and net notional exposure amount
2
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20
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280
Sudesh Nadar
S
Nicole Seaman
P2.T6.24.26. Central Clearing, Margin Requirements & SPVs
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2
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75
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.25. Derivative Collateralization, Credit Derivative Risks & ISDA
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2
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76
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.24. Derivative Basics and Clearing
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9
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132
Goher Sarfaraz
Goher Sarfaraz
Nicole Seaman
P2.T6.24.23 CDS Forwards and Options, Gaussian Copula Model, and Correlation
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4
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120
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives
2
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23
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272
ABhat6989
A
Nicole Seaman
P2.T6.24.21 Default Correlation, Gaussian Copula, and CreditMetrics
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7
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112
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.20 Evaluating Derivatives, Adjustments, Probability of Default, and Mitigation Strategies
2
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24
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323
ABhat6989
A
Nicole Seaman
P2.T6.24.19 CLO Cashflows, Estimating Overcollateralization, and Spread Tests
2
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27
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362
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.18 Vasicek Model, CreditRisk+, and CreditMetrics
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6
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141
ABhat6989
A
Nicole Seaman
P2.T6.24.17. Credit VaR vs. Market VaR and Rating Transition Matrices
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10
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161
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.16 Model-Based Default Probabilities and Distance to Default
2
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22
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427
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.15 CDS-Bond Basis, Default Probabilities & the Merton Model
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0
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128
Nicole Seaman
Nicole Seaman
Nicole Seaman
P2.T6.24.14 Hazard Rates, Recovery Dynamics & Credit Default Swap Mechanics
2
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30
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346
Clay Carter
Clay Carter
Nicole Seaman
P2.T6.24.13 Evaluating Ratings Credit Risk and Predicting Defaults
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3
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99
Sudesh Nadar
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