PRMIA Related Exams
8010 Exam

Which of the following credit risk models considers debt as including a put option on the firm's assets toassess credit risk?
Which of the following contributed to the systemic failure during the credit crisis that began in 2007?
Which of the following represents a riskier exposure for a bank: A LIBOR based loan, or an Overnight Indexed Swap? Which of the two rates is expected to be higher?
Assume the same counterparty and the same notional.