P2.T6. Credit Risk

Practice questions for credit risk
Nicole Seaman
P2.T6.707. Stress testing counterparty exposures
Replies
8
Views
590
Collen
C
Nicole Seaman
P2.T6.706. Heuristic approach versus neural networks (De Laurentis)
Replies
4
Views
273
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.705. Logistic regression and principal component analysis (PCA, De Laurentis)
Replies
11
Views
481
gsarm1987
gsarm1987
Nicole Seaman
P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
2
Replies
28
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.703 Structural versus Reduced-form credit risk approaches (DeLaurentis)
2
Replies
24
Views
793
gsarm1987
gsarm1987
Nicole Seaman
P2.T6.702. Credit rating assignment methodologies (De Laurentis)
Replies
15
Views
544
Lu Shu Kai FRM
Lu Shu Kai FRM
Nicole Seaman
P2.T6.701. Unexpected loss and return on risk-adjusted capital (RARORAC) (De Laurentis)
2
Replies
28
Views
970
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.700. Credit risk classifications (De Laurentis)
Replies
2
Views
353
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.612. Securitization and the financial crisis (Choudhry)
2
Replies
23
Views
1K
David Harper CFA FRM
David Harper CFA FRM
David Harper CFA FRM
P2.T6.611. Securitization performance indicators (Choudhry)
Replies
11
Views
382
diegosgsanz
D
David Harper CFA FRM
P2.T6.610. Securitization process (Choudhry)
2
Replies
21
Views
672
Rblc
R
David Harper CFA FRM
P2.T6.609. Credit risk securitization and the financial crisis (Crouhy)
Replies
4
Views
225
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.608. Credit Derivatives (1TD CDS, TRS, CLN) Crouhy
2 3
Replies
55
Views
2K
enjofaes
enjofaes
Nicole Seaman
P2.T6.607. Credit default swaps (Crouhy)
Replies
3
Views
414
FrmL2_Aspirant
F
Nicole Seaman
P2.T6.606. Flaws in securitization of subprime mortgages prior to the global financial crisis-Crouhy
Replies
5
Views
302
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.605. Risk-based pricing in financial services (Crouhy)
Replies
6
Views
395
yLam4028
Y
Nicole Seaman
P2.T6.604. Retail credit scoring models (Crouhy)
Replies
7
Views
526
willyong
W
Nicole Seaman
P2.T6.603. Retail banking credit risks (Crouhy)
Replies
5
Views
411
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.602. Central counterparty (CCP) margin requirements (Gregory)
Replies
2
Views
206
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.601. Central counterparty (CCP) netting logistics (Gregory)
Replies
9
Views
267
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.600. Functions of central counterparties (CCPs) (Gregory)
Replies
13
Views
332
gprisby
gprisby
Nicole Seaman
P2.T6.419. Wrong-way counterparty risk (Gregory)
2
Replies
32
Views
2K
evelyn.peng
E
Nicole Seaman
P2.T6.418. Incremental and Marginal credit value adjustment (CVA) (Gregory)
2
Replies
39
Views
1K
enjofaes
enjofaes
Nicole Seaman
P2.T6.417. Credit value adjustment (CVA) (Gregory)
2
Replies
29
Views
1K
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.416. Credit default swaps (CDS) and credit spread curve (Gregory)
2
Replies
20
Views
862
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.415. Risk-neutral versus real-world default probabiltiies (Gregory)
Replies
7
Views
427
David Harper CFA FRM
David Harper CFA FRM
Nicole Seaman
P2.T6.414. Impacts of netting and collateral on exposure (Gregory)
2
Replies
31
Views
869
JLafr0337
J
Nicole Seaman
P2.T6.413. Credit exposure profiles (Gregory)
2
Replies
25
Views
1K
patriciar
P
Nicole Seaman
P2.T6.412. Effective expected positive exposure (EEPE) (Gregory)
Replies
16
Views
761
yLam4028
Y
Nicole Seaman
P2.T6.411. Expected (EE) and potential future exposure (PFE) (Gregory)
2 3
Replies
46
Views
2K
yLam4028
Y
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