FRM Part2 - Credit Risk Management 최종핵심 서브노트

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FRM Part2 제2권 Credit Risk Management 서브노트입니다
메인노트 + E사 인강 참고하여 제작하였습니다.
FRM 시험은 공부량이 방대한 관계로 서브노트 활용이 필수적이며, 위 요약본만 이해하는데 문제없으시다면 올1등급도 가능할 것으로 생각됩니다.
단, 위 서브노트만드로 시험대비를 하실 경우 이해하는데 어려움이 있을 수 있습니다(핵심정리위주이므로)
메인교재인 슈웨이저 1회독 이상 하신 후 위 노트로 학습하시길 권장드립니다. 이 경우 학습효과를 가장 극대화 할 수 있습니다.

2015 mac word로 작성되어 (ms word 16.25버전) 사용버전에 따라 폰트, 양식 등이 일부 망가져 보일 수 있습니다.
기본적인 작성은 Microsoft one note로 작성하였으며, 이후 ms word로 변환한 것입니다. one note파일 필요하신 분운 구매문의 남겨주시면 구매하신분에 한해 메일로 보내드리겠습니다.

목차

Ⅰ. Introduction & Basic concepts
1. The Credit Decision
2. The Credit Analyst
3. Classifications and Key Concepts of Credit Risk

Ⅱ. . Credit Rating
1. Rating Assignment Methodologies
2. Credit Scoring and Retail Credit Risk Management

Ⅲ. Prob. Of Default
1. Credit Risks and Credit Derivatives
2. Spread Risk And Default Intensity Models
3. Portfolio Credit Risk
4. Default Probabilities, Credit Spreads and Funding Costs
5. Credit and Debt Value Adjustment

Ⅳ. Exposure at Default
1. Counterparty Risk
2. Netting, Close-out and Related Aspects
3. Collateral
4. Credit Exposure and Funding(Simulation Approach)
5. Counterparty Risk Intermediation
6. Wrong way risk
7. The Evolution of Stress Testing Counterparty Exposures
8. Structured Credit Risk
9. The Credit Transfer Markets—and Their Implications
10. An Introduction to Securitization
11. Understanding the Securitization of Subprime Mortgage Credit

본문내용

1.Credit Risk Causes
1.Default on a financial obligation.
2.An increased probability of default on a financial obligation.
3.A more severe loss than expected due to a greater than expected exposure at the time of a default.
4.A more severe loss than expected due to a lower than expected recovery at the time of a default.
5.Default on payment for goods or services already rendered (i.e., settlement risk).

2.Credit Risk Evaluation Components(four component)
1.The borrower’s (or obligor’s) capacity and willingness to repay the loan
2.The external environment and its effect on the borrower’s capacity and willingness to repay the borrowed funds.
a.such as the business climate, country risk, and operating conditions.
3.The characteristics of the credit instrument(bond, loan, trade credit…)
4.The quality and adequacy of risk mitigants such as collateral, credit enhancements, and loan guarantees.

참고 자료

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