probabilty of default
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GARP Part 2 Questions 76 and 33 (garp16-p2-76) (garp16-p2-33)
Question 76 on the 2016 FRM Part II practice exam: A major regional bank has determined that a counterparty has a constant default probability of 5.5% per year. What is the probability of this counterparty defaulting in the fourth year? The probability of default in year 4 =...- equanimity
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- garp16-p2-33 garp16-p2-76 probabilty of default
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- Forum: P2.T6. Credit Risk (25%)