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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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Question 14: Suboptimal loan recovery rates
Suzanne Evans
Apr 6, 2010
Replies
0
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12
Apr 6, 2010
Suzanne Evans
Question 13: Performance measures
Suzanne Evans
Apr 6, 2010
Replies
0
Views
13
Apr 6, 2010
Suzanne Evans
Question 12: Decision rule
Suzanne Evans
Apr 6, 2010
Replies
0
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14
Apr 6, 2010
Suzanne Evans
Question 11: Credit scoring model
Suzanne Evans
Apr 6, 2010
Replies
0
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17
Apr 6, 2010
Suzanne Evans
Question 10: Altman's Z credit-score
Suzanne Evans
Apr 6, 2010
Replies
0
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25
Apr 6, 2010
Suzanne Evans
Question 9: Credit scoring model
Suzanne Evans
Apr 6, 2010
Replies
0
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19
Apr 6, 2010
Suzanne Evans
Question 8: Merton-type models
Suzanne Evans
Apr 6, 2010
Replies
0
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21
Apr 6, 2010
Suzanne Evans
Question 7: Key practical difficulty
Suzanne Evans
Apr 6, 2010
Replies
0
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16
Apr 6, 2010
Suzanne Evans
Question 6: Merton Model
Suzanne Evans
Apr 6, 2010
Replies
0
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26
Apr 6, 2010
Suzanne Evans
Question 5: Internal credit models
Suzanne Evans
Apr 6, 2010
Replies
0
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19
Apr 6, 2010
Suzanne Evans
Question 4: Through-the-cycle ratings
Suzanne Evans
Apr 6, 2010
Replies
0
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19
Apr 6, 2010
Suzanne Evans
Question 3: Rating
Suzanne Evans
Apr 6, 2010
Replies
2
Views
23
Oct 8, 2012
David Harper CFA FRM
Question 2: Credit rating transition matrices
Suzanne Evans
Apr 6, 2010
Replies
0
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19
Apr 6, 2010
Suzanne Evans
Question 1: External agency ratings
Suzanne Evans
Apr 6, 2010
Replies
0
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31
Apr 6, 2010
Suzanne Evans
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