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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.T6.410. Collateral and rehypothecation (Gregory)
Nicole Seaman
Apr 17, 2014
Replies
18
Views
680
Nov 17, 2021
David Harper CFA FRM
P2.T6.409. Credit support annex (Gregory)
Nicole Seaman
Apr 15, 2014
Replies
4
Views
317
Feb 8, 2022
David Harper CFA FRM
P2.T6.408. Netting, Compression, Resets and Termination Features (Gregory)
Nicole Seaman
Apr 11, 2014
Replies
8
Views
454
May 13, 2024
Nicole Seaman
P2.T6.407. Credit exposure (Gregory)
Nicole Seaman
Apr 8, 2014
2
Replies
33
Views
1K
May 21, 2023
David Harper CFA FRM
P2.T6.406. Counterparty risk characteristics (Gregory)
Nicole Seaman
Apr 3, 2014
Replies
15
Views
418
Oct 10, 2022
David Harper CFA FRM
P2.T6.405. Stulz on the credit risk of derivatives
Nicole Seaman
Apr 1, 2014
2
Replies
39
Views
2K
Apr 25, 2023
David Harper CFA FRM
P2.T6.404. Valuation of subordinated debt (Stulz applying Merton model)
Nicole Seaman
Mar 27, 2014
2
3
Replies
41
Views
2K
Mar 14, 2024
gsarm1987
P2.T6.403. Stulz on Merton model: credit risk as an option
Nicole Seaman
Mar 25, 2014
2
Replies
39
Views
2K
Oct 26, 2023
David Harper CFA FRM
P2.T6.402. Credit analyst roles (Golin)
Nicole Seaman
Mar 20, 2014
Replies
4
Views
483
Dec 1, 2020
Nicole Seaman
P2.T6.401. Credit analysis of consumers, corporations, financial institutions, and sovereigns (Golin)
Nicole Seaman
Mar 18, 2014
Replies
7
Views
516
Mar 24, 2019
David Harper CFA FRM
P2.T6.400. Definition and components of credit risk (Golin)
Nicole Seaman
Mar 13, 2014
Replies
17
Views
644
Nov 23, 2021
Rblc
R
P2.T6.333. Bilateral credit value adjustment (Gregory)
Nicole Seaman
Sep 5, 2013
2
Replies
30
Views
768
Apr 29, 2023
yLam4028
Y
P2.T6.332. Incremental and marginal credit value adjustment (CVA) (Gregory)
Nicole Seaman
Sep 3, 2013
2
Replies
37
Views
1K
Jul 11, 2024
diegosgsanz
D
P2.T6.331. Credit value adjustment (CVA), Gregory 7.1
Nicole Seaman
Aug 29, 2013
Replies
15
Views
713
Oct 15, 2023
JKim7870
J
P2.T6.330. Exposure profiles with collateral (Gregory 5.4)
Nicole Seaman
Aug 27, 2013
Replies
15
Views
502
Aug 2, 2021
abhinavkhanna
A
P2.T6.329. Collateral in credit exposure (Gregory 5.1)
Nicole Seaman
Aug 22, 2013
2
Replies
27
Views
648
Oct 18, 2020
David Harper CFA FRM
P2.T6.328. Marginal expected exposure (marginal EE; Gregory 4.5)
Nicole Seaman
Aug 20, 2013
2
Replies
39
Views
2K
Sep 3, 2024
Clay Carter
P2.T6.327. Models for credit exposure simulation (Gregory 4.3)
Nicole Seaman
Aug 15, 2013
Replies
19
Views
950
Mar 12, 2022
David Harper CFA FRM
P2.T6.326 Monte Carlo for credit exposure (Gregory 4.1 and 4.2)
Nicole Seaman
Aug 13, 2013
Replies
4
Views
464
Feb 13, 2017
David Harper CFA FRM
P2.T6.325. Collateral to reduce credit exposure (Gregory)
Nicole Seaman
Aug 8, 2013
Replies
18
Views
519
May 8, 2024
Clay Carter
P2.T6.324. Impact of netting on exposure (Gregory)
Nicole Seaman
Aug 6, 2013
Replies
8
Views
487
Jun 2, 2022
Manisangsu
P2.T6.323. ISDA Master Agreement (Gregory)
Nicole Seaman
Aug 1, 2013
Replies
4
Views
378
Apr 18, 2021
David Harper CFA FRM
P2.T6.322. Credit exposure metrics, continued (Gregory)
Nicole Seaman
Jul 30, 2013
Replies
7
Views
313
Feb 4, 2020
Rohit
P2.T6.321. Credit exposure metrics (Gregory)
Nicole Seaman
Jul 25, 2013
Replies
14
Views
991
Aug 14, 2018
jaivipin
J
P2.T6.320. Quantifying counterparty risk (Gregory 2.4)
Nicole Seaman
Jul 23, 2013
Replies
13
Views
623
Sep 3, 2024
Clay Carter
P2.T6.319. Cross-product netting (Gregory)
Nicole Seaman
Jul 11, 2013
Replies
7
Views
338
May 8, 2024
RTeja8955
R
P2.T6.318 Counterparty risk terms, continued (Gregory)
Nicole Seaman
Jul 9, 2013
Replies
13
Views
638
Oct 27, 2021
David Harper CFA FRM
P2.T6.317. Counterparty risk terminology (Gregory)
Nicole Seaman
Jul 4, 2013
2
Replies
25
Views
610
May 16, 2024
gsarm1987
P2.T6.316. Counterparty risk definition (Gregory)
Nicole Seaman
Jul 2, 2013
Replies
12
Views
368
Nov 13, 2022
David Harper CFA FRM
P2.T6.315. Tranche sensitivities in structure products (Malz)
Pam Gordon
May 16, 2013
Replies
13
Views
704
Dec 5, 2021
Hamam
H
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