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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.T6.314. Equity, junior and senior securitization tranche reactions to default rate and correlation
Pam Gordon
May 14, 2013
2
Replies
33
Views
1K
Sep 24, 2021
David Harper CFA FRM
P2.T6.313. Three-tiered securitization structure cashflows, Malz 9.2
Pam Gordon
May 9, 2013
2
Replies
36
Views
2K
Aug 12, 2024
Clay Carter
P2.T6.312. Structured credit products, Malz 9.1
Pam Gordon
May 7, 2013
Replies
8
Views
486
Oct 6, 2020
abhinavkhanna
A
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
P2.T6.310. Single-factor credit model, Malz section 8.3
Pam Gordon
Apr 30, 2013
2
Replies
31
Views
2K
Feb 26, 2023
yLam4028
Y
K
P2.T6.309. Default correlation, Malz sections 8.1 and 8.2
Kimberly D
Apr 25, 2013
2
3
4
Replies
72
Views
4K
Jul 30, 2024
Clay Carter
P2.T6.308. Credit default swap (CDS) spread curves (Malz section 7.3)
maryBT
Apr 22, 2013
2
Replies
24
Views
1K
Sep 10, 2021
Hamam
H
P2.T6.307. Hazard rate (Malz section 7.2)
Fran
Apr 18, 2013
2
3
Replies
43
Views
2K
Mar 1, 2022
Rblc
R
P2.T6.306. Credit spreads and spread '01 (DVCS; Malz section 7.1)
Fran
Apr 16, 2013
2
Replies
32
Views
1K
Aug 29, 2023
David Harper CFA FRM
P2.T6.305. Credit Value at Risk (CVaR) (Malz)
Fran
Mar 14, 2013
2
3
Replies
51
Views
1K
Sep 20, 2019
David Harper CFA FRM
P2.T6.304. Single-factor credit risk model (Malz)
Fran
Mar 11, 2013
2
Replies
20
Views
839
May 17, 2020
David Harper CFA FRM
P2.T6.303. Malz on Merton Model
Fran
Mar 7, 2013
2
Replies
20
Views
661
May 19, 2017
jagbrar
J
P2.T6.302. Malz on counterparty risk
Fran
Mar 5, 2013
Replies
7
Views
251
Nov 9, 2018
kbaradzina
K
P2.T6.301. Default probabilities (Malz)
Fran
Feb 28, 2013
Replies
12
Views
417
Sep 21, 2018
David Harper CFA FRM
P2.T6.300. Credit-risky securities (Malz)
Fran
Feb 26, 2013
Replies
5
Views
285
Apr 12, 2016
David Harper CFA FRM
PQ-T6
P2.T6.213. Credit value at risk (CVaR) (topic review)
Suzanne Evans
Oct 4, 2012
2
3
Replies
48
Views
2K
Mar 10, 2021
David Harper CFA FRM
PQ-T6
P2.T6.212. Merton-based default probabilities (topic review)
Suzanne Evans
Oct 2, 2012
2
Replies
21
Views
628
Nov 18, 2021
abhinavkhanna
A
PQ-T6
P2.T6.211. Spread-based default probability (PD) (topic review)
Suzanne Evans
Sep 27, 2012
2
Replies
33
Views
868
May 24, 2023
yLam4028
Y
PQ-T6
P2.T6.210. Credit Derivatives (CLN, CDO) (topic review)
David Harper CFA FRM
Sep 25, 2012
2
Replies
30
Views
815
Apr 14, 2021
David Harper CFA FRM
PQ-T6
P2.T6.209. Credit Derivatives (Total return swaps) (topic review)
Suzanne Evans
Sep 20, 2012
2
3
Replies
48
Views
1K
Nov 12, 2019
David Harper CFA FRM
PQ-T6
P2.T6.208. Credit Derivatives (Credit default swap) (topic review)
Suzanne Evans
Sep 18, 2012
2
3
Replies
45
Views
1K
May 7, 2021
thanhtam92
T
PQ-T6
P2.T6.207. Counterparty risk (credit exposure terminology) (topic review)
David Harper CFA FRM
Sep 13, 2012
Replies
16
Views
686
Nov 6, 2017
Gdb
PQ-T6
P2.T6.206. Counterparty risk (CVA) (topic review)
Suzanne Evans
Sep 11, 2012
2
Replies
36
Views
1K
Sep 19, 2022
David Harper CFA FRM
P2.T6.147-200
Suzanne Evans
Mar 5, 2012
Replies
0
Views
93
Mar 5, 2012
Suzanne Evans
P2.T6.205. CVA risk management, including wrong-way and out-of-the-money risks (Canabarro)
Suzanne Evans
Mar 2, 2012
Replies
0
Views
107
Mar 2, 2012
Suzanne Evans
P2.T6.204. Hedging the counterparty credit valuation adjustment (CVA) (Canabarro)
Suzanne Evans
Feb 29, 2012
Replies
1
Views
114
May 7, 2012
shanlane
S
P2.T6.203 Counterparty credit valuation adjustment (CVA) desk (Canabarro)
Suzanne Evans
Feb 27, 2012
Replies
0
Views
76
Feb 27, 2012
Suzanne Evans
P2.T6.202. Counterparty credit valuation adjustment (CVA) with three counterparties (Canabarro)
Suzanne Evans
Feb 23, 2012
Replies
0
Views
94
Feb 23, 2012
Suzanne Evans
P2.T6.201. Credit valuation adjustment (CVA), simple model (Canabarro)
Suzanne Evans
Feb 21, 2012
Replies
6
Views
228
Nov 2, 2015
David Harper CFA FRM
L2.T6.146. Selecting a credit scoring model (deServigny)
David Harper CFA FRM
Apr 12, 2011
Replies
9
Views
209
Sep 7, 2015
David Harper CFA FRM
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