P2.T6. Credit Risk (25%)

Nicole Seaman
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Course Errors Found in 2024 Study Materials P2.T6. Credit Risk
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3
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1K
NRavi5546
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P
Part 1 topics required for Part 2.
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1
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440
gsarm1987
gsarm1987
H
Calculating default probabilities given average hazard rates
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2
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313
hiimdzun
H
D
Spreadsheet for part 2, credit risk, Schroeck, Chapter 5: Capital Structure in Banks
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0
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383
DWint4058
D
R
Economic Capital vs. CVaR
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1
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738
gsarm1987
gsarm1987
R
Subordinated Debt value using riskless rate and Put option
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1
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403
gsarm1987
gsarm1987
Nicole Seaman
  • Locked
Course Errors Found in 2021/2022 Study Materials P2.T6. Credit Risk
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13
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5K
rajvar67
R
M
Capital structure question
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2
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437
mbbx5va2
M
Shau_2207
Funding Exposure vs. Credit Exposure
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2
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2K
Shau_2207
Shau_2207
M
credit spread - continuous compounding question
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8
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898
LCosi6229
L
C
2013 GARP practice exam P2 question 6
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11
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3K
enjofaes
enjofaes
enjofaes
Example 7.2 Portfolio Credit Risk
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1
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655
David Harper CFA FRM
David Harper CFA FRM
Shau_2207
Credit default swaps
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5
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2K
Shau_2207
Shau_2207
S
Credit Valuation Adjustment vs Expected Loss
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6
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3K
gsarm1987
gsarm1987
enjofaes
Topic Review Credit Risk
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0
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594
enjofaes
enjofaes
enjofaes
Credit Transfer Markets CDOs
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0
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592
enjofaes
enjofaes
enjofaes
Gregory, Ch3 (Ch9 GARP): Netting
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2
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648
David Harper CFA FRM
David Harper CFA FRM
enjofaes
Must-Watch Altman Z-score and history of rating assessment methodologies
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0
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602
enjofaes
enjofaes
Y
GARP.FRM.PQ.P2 GARP Mock Exam 2022 Part II - Q 29 Probability
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1
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937
David Harper CFA FRM
David Harper CFA FRM
M
<< to be detailed in next major revision >>
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8
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1K
David Harper CFA FRM
David Harper CFA FRM
R
Portfolio UL
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2
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1K
David Harper CFA FRM
David Harper CFA FRM
R
ULC or Risk Contribution
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1
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808
bollengc
bollengc
R
Funding purposes of securitization
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2
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1K
Randy Moon
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J
The xVA Challenge
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1
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998
Rblc
R
R
Explanation of default probability using BSM
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0
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957
Randy Moon
R
A
COLLATERAL : Calculation of Credit Support Amount
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7
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5K
bollengc
bollengc
R
Probability of default modelling using logistic regression
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1
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1K
Lu Shu Kai FRM
Lu Shu Kai FRM
K
Netting
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0
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779
kuhelidatta
K
F
Default correlation in expected loss?
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5
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2K
frm_prep
F
B
Example 6.3 credit risk measurement and management : computing z spread
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6
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3K
David Harper CFA FRM
David Harper CFA FRM
V
BCVA Formula
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4
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2K
VishIyer01
V
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