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FRM® Practice Questions (for PAID customers)
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P2.T6. Credit Risk
Practice questions for credit risk
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P2.T6.24.34 Credit Value Adjustment and Debt Value Adjustment
Nicole Seaman
Jun 13, 2024
Replies
4
Views
66
Nov 12, 2024
Clay Carter
P2.T6.24.33. Wrong-Way Collateral, Modeling, and Central Clearing
Nicole Seaman
Jun 13, 2024
Replies
4
Views
49
Nov 1, 2024
gsarm1987
P2.T6.24.32. Funding and Credit Exposure, Effective Expected Positive Exposure, and Aggregation
Nicole Seaman
Jun 13, 2024
Replies
7
Views
80
Sep 7, 2024
gsarm1987
P2.T6.24.31. Bilateral and Central Clearing
Nicole Seaman
Jun 7, 2024
Replies
2
Views
44
Jul 5, 2024
Clay Carter
P2.T6.24.30. Loss Waterfall and Variation Margin
Nicole Seaman
Jun 7, 2024
Replies
2
Views
41
Oct 28, 2024
Clay Carter
P2.T6.24.29. CCP, Novation, and Central Clearing
Nicole Seaman
Jun 7, 2024
Replies
5
Views
109
Sep 5, 2024
gsarm1987
P2.T6.24.28. Regulatory Capital Requirements, Support Amount Margin
Nicole Seaman
Jun 7, 2024
Replies
5
Views
95
Oct 25, 2024
Clay Carter
P2.T6.24.27 Trade compression of derivative positions and net notional exposure amount
Nicole Seaman
Jun 3, 2024
Replies
14
Views
136
Oct 17, 2024
gsarm1987
P2.T6.24.26. Central Clearing, Margin Requirements & SPVs
Nicole Seaman
Jun 3, 2024
Replies
2
Views
32
Aug 26, 2024
Clay Carter
P2.T6.24.25. Derivative Collateralization, Credit Derivative Risks & ISDA
Nicole Seaman
May 30, 2024
Replies
0
Views
25
May 30, 2024
Nicole Seaman
P2.T6.24.24. Derivative Basics and Clearing
Nicole Seaman
May 30, 2024
Replies
7
Views
70
Oct 18, 2024
gsarm1987
P2.T6.24.23 CDS Forwards and Options, Gaussian Copula Model, and Correlation
Nicole Seaman
May 23, 2024
Replies
4
Views
57
Sep 5, 2024
Nicole Seaman
P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives
Nicole Seaman
May 23, 2024
Replies
15
Views
127
Oct 2, 2024
Clay Carter
P2.T6.24.21 Default Correlation, Gaussian Copula, and CreditMetrics
Nicole Seaman
May 23, 2024
Replies
2
Views
47
Aug 12, 2024
Clay Carter
P2.T6.24.20 Evaluating Derivatives, Adjustments, Probability of Default, and Mitigation Strategies
Nicole Seaman
May 23, 2024
Replies
14
Views
146
Oct 2, 2024
gsarm1987
P2.T6.24.19 CLO Cashflows, Estimating Overcollateralization, and Spread Tests
Nicole Seaman
May 15, 2024
Replies
9
Views
117
Aug 13, 2024
Clay Carter
P2.T6.24.18 Vasicek Model, CreditRisk+, and CreditMetrics
Nicole Seaman
May 14, 2024
Replies
1
Views
63
May 16, 2024
Dominik Hosefelder
P2.T6.24.17. Credit VaR vs. Market VaR and Rating Transition Matrices
Nicole Seaman
May 14, 2024
Replies
3
Views
73
Nov 15, 2024
Clay Carter
P2.T6.24.16 Model-Based Default Probabilities and Distance to Default
Nicole Seaman
May 10, 2024
Replies
9
Views
176
Oct 22, 2024
Oxana C
O
P2.T6.24.15 CDS-Bond Basis, Default Probabilities & the Merton Model
Nicole Seaman
May 10, 2024
Replies
0
Views
58
May 10, 2024
Nicole Seaman
P2.T6.24.14 Hazard Rates, Recovery Dynamics & Credit Default Swap Mechanics
Nicole Seaman
May 9, 2024
Replies
9
Views
135
Oct 23, 2024
gsarm1987
P2.T6.24.13 Evaluating Ratings Credit Risk and Predicting Defaults
Nicole Seaman
May 7, 2024
Replies
0
Views
47
May 7, 2024
Nicole Seaman
P2.T6.24.12 Single-Factor Model and Granularity
Nicole Seaman
Apr 25, 2024
Replies
8
Views
172
May 30, 2024
Nicole Seaman
P2.T6.24.11. Correlation-based credit, credit portfolio framework, and Credit VaR
Nicole Seaman
Apr 25, 2024
Replies
6
Views
158
Nov 5, 2024
Nicole Seaman
P2.T6.24.8. Credit Scoring and Credit Rating Systems
Nicole Seaman
Apr 19, 2024
Replies
0
Views
38
Apr 19, 2024
Nicole Seaman
P2.T6.24.7 Merton model, CreditRisk+, CreditMetrics, Moody's KMV & RAROC
Nicole Seaman
Apr 18, 2024
Replies
6
Views
105
Oct 18, 2024
gsarm1987
P2.T6.24.10 Sovereign Default Risk Assessment Methods
Nicole Seaman
Apr 15, 2024
Replies
2
Views
60
Nov 4, 2024
Clay Carter
P2.T6.24.9 Country Risk and Default Consequences
Nicole Seaman
Apr 15, 2024
Replies
0
Views
41
Apr 15, 2024
Nicole Seaman
P2.T6.24.6 CAMEL system, capital adequacy, and predicting default
Nicole Seaman
Apr 12, 2024
Replies
3
Views
74
Jul 13, 2024
diegosgsanz
D
P2.T6.24.5 Expected Loss, IFRS 9, Workout Procedures, and Retained Assets
Nicole Seaman
Mar 27, 2024
Replies
5
Views
92
May 16, 2024
Nicole Seaman
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