AIWMI Exam CCRA-L2 Topic 2 Question 81 Discussion

Actual exam question for AIWMI's CCRA-L2 exam

Question #: 81
Topic #: 2

Which of the following is NOT a conceptual definition of credit risk on which credit models are based?

ADefault Mode Paradigm

BValue-at-Risk paradigm

CMark-to-Market Paradigm

Show Suggested Answer

Suggested Answer: B

by Marvel at Feb 12, 2024, 09:59 AM

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6 months ago

I think C) Mark-to-Market Paradigm is the correct answer because it is not a conceptual definition of credit risk commonly used in credit models.

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6 months ago

I agree with user Margot, the answer is B) Value-at-Risk paradigm because credit risk models are not based on that concept.

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6 months ago

No, I believe it is C) Mark-to-Market Paradigm.

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7 months ago

I think the answer is B) Value-at-Risk paradigm.

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