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FRM Practice Questions (PQs; for PAID customers)
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P2.T6. Credit Risk
Practice questions for credit risk
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P2.T6.400. Definition and components of credit risk (Golin)
Nicole Seaman
Mar 13, 2014
Replies
19
Views
570
Jan 15, 2022
Library_books
L
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
8
Views
135
Dec 8, 2021
rkawai
R
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
15
Views
553
Dec 5, 2021
Hamam
H
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
3
Replies
49
Views
1K
Dec 4, 2021
wahahahaha
W
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
37
Views
2K
Dec 4, 2021
alexwallace
A
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
11
Views
320
Nov 30, 2021
RajivBoolell
R
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
Replies
17
Views
207
Nov 28, 2021
David Harper CFA FRM
P2.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
Replies
18
Views
475
Nov 21, 2021
David Harper CFA FRM
PQ-T6
P2.T6.212. Merton-based default probabilities (topic review)
Suzanne Evans
Oct 2, 2012
2
Replies
21
Views
603
Nov 18, 2021
abhinavkhanna
A
P2.T6.333. Bilateral credit value adjustment (Gregory)
Nicole Seaman
Sep 5, 2013
2
Replies
27
Views
599
Nov 18, 2021
David Harper CFA FRM
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
Replies
13
Views
294
Nov 18, 2021
David Harper CFA FRM
P2.T6.410. Collateral and rehypothecation (Gregory)
Nicole Seaman
Apr 17, 2014
2
Replies
22
Views
538
Nov 17, 2021
David Harper CFA FRM
P2.T6.903. The International Swaps and Derivatives Association (ISDA) Master Agreement (Gregory Ch.5)
Nicole Seaman
Mar 27, 2019
Replies
4
Views
163
Nov 17, 2021
David Harper CFA FRM
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
16
Views
269
Nov 17, 2021
wahahahaha
W
P2.T6.603. Retail banking credit risks (Crouhy)
Nicole Seaman
Jan 14, 2016
Replies
5
Views
246
Nov 15, 2021
David Harper CFA FRM
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
30
Views
781
Oct 29, 2021
VishIyer01
V
P2.T6.318 Counterparty risk terms, continued (Gregory)
Nicole Seaman
Jul 9, 2013
Replies
13
Views
503
Oct 27, 2021
David Harper CFA FRM
P2.T6.311. Credit VaR using single-factor model, Malz section 8.4
Pam Gordon
May 2, 2013
2
Replies
28
Views
2K
Oct 25, 2021
kchristo
K
P2.T6.310. Single-factor credit model, Malz section 8.3
Pam Gordon
Apr 30, 2013
2
Replies
30
Views
2K
Oct 25, 2021
David Harper CFA FRM
L2.T6.102 Subprime securitization (Ashcraft)
David Harper CFA FRM
Oct 29, 2010
Replies
8
Views
291
Oct 24, 2021
kchristo
K
P2.T6.708. Stress testing the credit value adjustment (CVA)
Nicole Seaman
Jan 31, 2017
Replies
17
Views
609
Oct 19, 2021
Hamam
H
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
3
Replies
40
Views
1K
Oct 9, 2021
pnunep
P
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
7
Views
320
Oct 4, 2021
Hamam
H
P2.T6.902. xVA components (Gregory Ch.4)
Nicole Seaman
Mar 20, 2019
Replies
10
Views
313
Oct 3, 2021
David Harper CFA FRM
P2.T6.901. Credit exposure and valuation adjustments (Gregory, Ch.4)
Nicole Seaman
Mar 13, 2019
Replies
10
Views
593
Sep 29, 2021
alexwallace
A
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
28
Views
890
Sep 29, 2021
David Harper CFA FRM
P2.T6.917. Wrong way risk (Gregory Ch.17)
Nicole Seaman
Dec 3, 2019
Replies
11
Views
288
Sep 27, 2021
David Harper CFA FRM
P2.T6.908. Credit exposure metrics (expected exposure and potential future exposure) (Gregory Ch.7)
Nicole Seaman
May 1, 2019
Replies
17
Views
387
Sep 26, 2021
David Harper CFA FRM
P2.T6.900. Counterparty risk and xVA (Gregory Ch.4)
Nicole Seaman
Mar 6, 2019
Replies
7
Views
199
Sep 26, 2021
David Harper CFA FRM
P2.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
35
Views
954
Sep 24, 2021
David Harper CFA FRM
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