credit-risk-exposure

  1. Nicole Seaman

    P2.T6.24.22 Understanding Credit Risk Implications Through Credit Derivatives

    Learning Objectives: Describe a credit derivative, credit default swap (CDS), total return swap, and collateralized debt obligation (CDO). Explain how to account for credit risk exposure in valuing a CDS. Identify the default probabilities used to value a CDS. Evaluate the use of credit indices...
    • Nicole Seaman
    • Thread
    • collateralized-debt-obligations credit-default-swap credit-derivatives credit-indices credit-risk-exposure default-probability fixed-coupons total-return-swap
    • Replies: 0
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P2.T6.24.2 Circumstances under which credit risk exposure occurs and managing credit risk

    Learning objectives: Describe the entities that are exposed to credit risk and explain circumstances under which exposure occurs. Discuss the motivations for managing or taking on credit risk. Questions: 24.2.1. Tan Company, an international motorcycle distributor, is experiencing a decline in...
Top