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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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L2.T6.115 Credit risk transfer (CRT) (Duffie)
David Harper CFA FRM
Nov 17, 2010
Replies
5
Views
97
Nov 14, 2015
David Harper CFA FRM
L2.T6.114 Bilateral CVA (Duffie)
David Harper CFA FRM
Nov 16, 2010
Replies
5
Views
75
Apr 15, 2012
shanlane
S
L2.T6.113. Risk-neutral mean loss rate (Duffie)
David Harper CFA FRM
Nov 15, 2010
Replies
4
Views
132
Apr 3, 2015
JDGutzmann
L2.T6.112 Credit valuation adjustment (CVA) (Duffie)
David Harper CFA FRM
Nov 12, 2010
Replies
0
Views
44
Nov 12, 2010
David Harper CFA FRM
T2.T6.111 Counterparty risk simulation (Duffie)
David Harper CFA FRM
Nov 11, 2010
Replies
0
Views
28
Nov 11, 2010
David Harper CFA FRM
L2.T6.110. Counterparty risk terms (Duffie)
David Harper CFA FRM
Nov 10, 2010
Replies
7
Views
84
Sep 15, 2019
ad17171717
A
L2.T6.109. Predatory lending & borrowing (Ashcraft)
David Harper CFA FRM
Nov 9, 2010
Replies
0
Views
116
Nov 9, 2010
David Harper CFA FRM
L2.T6.108 Structured credit ratings (Ashcraft)
David Harper CFA FRM
Nov 8, 2010
Replies
5
Views
215
Oct 18, 2018
emilioalzamora1
E
L2.T6.107 Credit ratings in subprime MBS (Ashcraft)
David Harper CFA FRM
Nov 5, 2010
Replies
0
Views
200
Nov 5, 2010
David Harper CFA FRM
L2.T6.106. Subprime securitization capital structure (Ashcraft)
David Harper CFA FRM
Nov 4, 2010
Replies
7
Views
309
Feb 20, 2024
Nicole Seaman
L2.T6.105 Subprime mortgage market (Ashcraft & GSAMP 2006-NC2)
David Harper CFA FRM
Nov 3, 2010
Replies
4
Views
287
Oct 21, 2019
David Harper CFA FRM
L2.T6.104 Subprime mortgage problems (Ashcraft)
David Harper CFA FRM
Nov 2, 2010
Replies
0
Views
204
Nov 2, 2010
David Harper CFA FRM
L2.T6.103 Subprime mortgage securitizations (Ashcraft)
David Harper CFA FRM
Nov 1, 2010
Replies
12
Views
444
Oct 18, 2020
David Harper CFA FRM
L2.T6.102 Subprime securitization (Ashcraft)
David Harper CFA FRM
Oct 29, 2010
Replies
5
Views
361
Apr 11, 2019
yuwaising
Y
Question 120: Highly leveraged transactions
Suzanne Evans
Apr 7, 2010
Replies
1
Views
13
Apr 12, 2010
FRMholder
F
Question 119: Selling a loan
Suzanne Evans
Apr 7, 2010
Replies
0
Views
11
Apr 7, 2010
Suzanne Evans
Question 118: Economic variables
Suzanne Evans
Apr 7, 2010
Replies
0
Views
12
Apr 7, 2010
Suzanne Evans
Question 117: Estimated loss rate
Suzanne Evans
Apr 7, 2010
Replies
0
Views
16
Apr 7, 2010
Suzanne Evans
Question 116: Efficient frontier
Suzanne Evans
Apr 7, 2010
Replies
0
Views
13
Apr 7, 2010
Suzanne Evans
Question 115: Porfolio variance
Suzanne Evans
Apr 7, 2010
Replies
2
Views
13
May 18, 2010
David Harper CFA FRM
Question 114: Concentration limit
Suzanne Evans
Apr 7, 2010
Replies
0
Views
13
Apr 7, 2010
Suzanne Evans
Question 113: Loan migration matrix
Suzanne Evans
Apr 7, 2010
Replies
0
Views
17
Apr 7, 2010
Suzanne Evans
Question 112: Mortality rate approach
Suzanne Evans
Apr 7, 2010
Replies
0
Views
13
Apr 7, 2010
Suzanne Evans
Question 111: K nearest neighbor
Suzanne Evans
Apr 7, 2010
Replies
0
Views
15
Apr 7, 2010
Suzanne Evans
Question 110: Moody's KVM
Suzanne Evans
Apr 7, 2010
Replies
0
Views
22
Apr 7, 2010
Suzanne Evans
Question 109: Merton model
Suzanne Evans
Apr 7, 2010
Replies
0
Views
22
Apr 7, 2010
Suzanne Evans
Question 108: Increase in interest rates
Suzanne Evans
Apr 7, 2010
Replies
1
Views
25
Sep 26, 2012
Peter van Vliet
Question 107: Probability of default
Suzanne Evans
Apr 7, 2010
Replies
0
Views
15
Apr 7, 2010
Suzanne Evans
Question 106: Input assumptions
Suzanne Evans
Apr 7, 2010
Replies
0
Views
12
Apr 7, 2010
Suzanne Evans
Question 105: Internal credit models
Suzanne Evans
Apr 7, 2010
Replies
0
Views
13
Apr 7, 2010
Suzanne Evans
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