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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.T6.707. Stress testing counterparty exposures
Nicole Seaman
Jan 26, 2017
Replies
8
Views
390
Today at 1:10 PM
Collen
C
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
Replies
38
Views
2K
Jul 3, 2022
Manisangsu
M
P2.T6.324. Impact of netting on exposure (Gregory)
Nicole Seaman
Aug 6, 2013
Replies
8
Views
401
Jun 2, 2022
Manisangsu
M
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
29
Views
919
Jun 1, 2022
David Harper CFA FRM
Quiz - T6
P2.T6.713. Exposure profiles and credit value adjustment (CCR CVA)
Nicole Seaman
Aug 3, 2017
2
Replies
33
Views
848
May 18, 2022
lushukai
P2.T6.915. The incorporation of netting into the credit value adjustment (CVA) calculation (Gregory Ch.14)
Nicole Seaman
Nov 25, 2019
Replies
17
Views
346
May 12, 2022
David Harper CFA FRM
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Nicole Seaman
Aug 29, 2013
Replies
14
Views
614
May 10, 2022
David Harper CFA FRM
P2.T6.912. The impact of collateral on counterparty risk and funding (Gregory Ch.7)
Nicole Seaman
Sep 23, 2019
Replies
19
Views
253
May 6, 2022
lynnding2016
L
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Nicole Seaman
Jan 10, 2017
Replies
15
Views
417
Apr 24, 2022
lushukai
P2.T6.418. Incremental and Marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
May 15, 2014
2
Replies
33
Views
1K
Apr 11, 2022
David Harper CFA FRM
P2.T6.311. Credit VaR using single-factor model, Malz section 8.4
Pam Gordon
May 2, 2013
2
Replies
33
Views
2K
Apr 10, 2022
salamh
S
Quiz - T6
P2.T6.710. Merton, survival time, and z-spread
Nicole Seaman
Jul 25, 2017
2
Replies
23
Views
1K
Apr 4, 2022
David Harper CFA FRM
P2.T6.317. Counterparty risk terminology (Gregory)
Nicole Seaman
Jul 4, 2013
Replies
18
Views
415
Apr 2, 2022
f.guzmanr
F
P2.T6.332. Incremental and marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
Sep 3, 2013
2
Replies
31
Views
1K
Mar 31, 2022
David Harper CFA FRM
P2.T6.910. Credit exposure profiles (Gregory Ch.7)
Nicole Seaman
May 15, 2019
Replies
19
Views
312
Mar 21, 2022
Moh
M
P2.T6.610. Securitization process (Choudhry)
David Harper CFA FRM
Feb 9, 2016
2
Replies
21
Views
499
Mar 17, 2022
Rblc
R
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
19
Views
821
Mar 12, 2022
David Harper CFA FRM
P2.T6.904. Trade compression and termination events (Gregory Ch.5)
Nicole Seaman
Apr 3, 2019
Replies
10
Views
377
Mar 7, 2022
Rblc
R
P2.T6.316. Counterparty risk definition (Gregory)
Nicole Seaman
Jul 2, 2013
Replies
5
Views
281
Mar 7, 2022
David Harper CFA FRM
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
3
Replies
43
Views
1K
Mar 1, 2022
Rblc
R
Quiz - T6
P2.T6.715. Credit derivatives and securitization
Nicole Seaman
Aug 10, 2017
2
Replies
23
Views
516
Feb 18, 2022
OddPermission
O
Quiz - T6
P2.T6.712. Counterparty credit exposure essentials: calculation, netting & potential future exposure
Nicole Seaman
Aug 1, 2017
Replies
17
Views
322
Feb 18, 2022
David Harper CFA FRM
PQ-T6
P2.T6.206. Counterparty risk (CVA) (topic review)
Suzanne Evans
Sep 11, 2012
2
Replies
34
Views
1K
Feb 16, 2022
David Harper CFA FRM
P2.T6.609. Credit risk securitization and the financial crisis (Crouhy)
David Harper CFA FRM
Feb 4, 2016
Replies
4
Views
179
Feb 16, 2022
David Harper CFA FRM
P2.T6.409. Credit support annex (Gregory)
Nicole Seaman
Apr 15, 2014
Replies
4
Views
247
Feb 8, 2022
David Harper CFA FRM
P2.T6.913. Central counterparties: history, waterfall and xVA impacts (Gregory Ch.9)
Nicole Seaman
Nov 12, 2019
Replies
8
Views
148
Dec 8, 2021
rkawai
R
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
13
Views
566
Dec 5, 2021
Hamam
H
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
Nicole Seaman
Feb 2, 2016
2
3
Replies
48
Views
1K
Dec 4, 2021
wahahahaha
W
P2.T6.905. ISDA Master Agreement and credit support annex (Gregory Ch.6)
Nicole Seaman
Apr 10, 2019
Replies
11
Views
339
Nov 30, 2021
Rblc
R
P2.T6.400. Definition and components of credit risk (Golin)
Nicole Seaman
Mar 13, 2014
Replies
17
Views
581
Nov 23, 2021
Rblc
R
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