Practice Questions for Credit Risk

[Manish Vij]

Looking at the Practice Questions for Topic 6 - Credit Risk. Couldn't find the practice questions on the following chapters from the study notes:
- Servigny , Chapter 4: Loss Given Default
- Allen, Chapter 4: Extending the VaR Approach to Non-tradable Loans
- Stulz, Chapter 18: Credit Risks and Credit Derivatives
- Ong, Chapter 6: Portfolio Effects: Risk Contributions and Unexpected Losses

Not sure if these will be posted later, or are these just not included for the reason of low testability?

 

[David Harper CFA FRM]

Hi Manish,

Both are true.

• In regard to de Servigny Ch 4 and Allen Chapter 4, I skipped them due to low testability (i.e., i have no plan to revisit: I doubt Allen Chapter 4 can survive much longer)
• In regard to Stulz and Ong, while I do not plan imminent AIM-by-AIM, next week I resume the daily questions starting with T6 and they both will be included in the upcoming 2012 T6 topic review (which will include some old/refurb questions on these two, that we have previously written). So bottom line is that coverage for these two is definitely coming before the exam. Thanks,