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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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Question 74: Variables
Suzanne Evans
Apr 6, 2010
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0
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9
Apr 6, 2010
Suzanne Evans
Question 73: Parameterize UGD
Suzanne Evans
Apr 6, 2010
Replies
0
Views
8
Apr 6, 2010
Suzanne Evans
Question 72: Usage given default
Suzanne Evans
Apr 6, 2010
Replies
0
Views
10
Apr 6, 2010
Suzanne Evans
Question 71: Riskless part of an exposure
Suzanne Evans
Apr 6, 2010
Replies
0
Views
8
Apr 6, 2010
Suzanne Evans
Question 70: Convenants
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 69: Embedded contingent claim
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 68: Adjusted exposure
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 67: Unexpected loss and economic capital
Suzanne Evans
Apr 6, 2010
Replies
0
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11
Apr 6, 2010
Suzanne Evans
Question 66: Return on a loan
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 65: Loans and bonds
Suzanne Evans
Apr 6, 2010
Replies
0
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8
Apr 6, 2010
Suzanne Evans
Question 64: Expected loss
Suzanne Evans
Apr 6, 2010
Replies
0
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8
Apr 6, 2010
Suzanne Evans
Question 63: Expected loss
Suzanne Evans
Apr 6, 2010
Replies
0
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11
Apr 6, 2010
Suzanne Evans
Question 62: Loss given default
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 61: Probability of default
Suzanne Evans
Apr 6, 2010
Replies
0
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13
Apr 6, 2010
Suzanne Evans
Question 60: Payoff of a vulnerable call option
Suzanne Evans
Apr 6, 2010
Replies
0
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21
Apr 6, 2010
Suzanne Evans
Question 59: Probability of default
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 58: Debt valuation
Suzanne Evans
Apr 6, 2010
Replies
0
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11
Apr 6, 2010
Suzanne Evans
Question 57: Interest rates
Suzanne Evans
Apr 6, 2010
Replies
0
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11
Apr 6, 2010
Suzanne Evans
Question 56: Loan securitization transaction
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 55: Loan securitization transaction
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 54: Special purpose entity
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 53: Double risk expsosure
Suzanne Evans
Apr 6, 2010
Replies
0
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10
Apr 6, 2010
Suzanne Evans
Question 52: Highly leveraged transaction
Suzanne Evans
Apr 6, 2010
Replies
0
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10
Apr 6, 2010
Suzanne Evans
Question 51: Country risk analysis
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 50: Probability of rescheduling
Suzanne Evans
Apr 6, 2010
Replies
0
Views
9
Apr 6, 2010
Suzanne Evans
Question 49: Standard deviation
Suzanne Evans
Apr 6, 2010
Replies
0
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9
Apr 6, 2010
Suzanne Evans
Question 48: Concentration limit
Suzanne Evans
Apr 6, 2010
Replies
0
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12
Apr 6, 2010
Suzanne Evans
Question 47: Bonds cumulative default probability
Suzanne Evans
Apr 6, 2010
Replies
0
Views
13
Apr 6, 2010
Suzanne Evans
Question 46: Implied probability of default
Suzanne Evans
Apr 6, 2010
Replies
0
Views
10
Apr 6, 2010
Suzanne Evans
Question 45: Gross return
Suzanne Evans
Apr 6, 2010
Replies
0
Views
8
Apr 6, 2010
Suzanne Evans
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