小編導(dǎo)讀：漫漫考試路，各位考生，您準(zhǔn)備好了嗎？如何快樂(lè)高效的學(xué)習(xí)？高頓網(wǎng)校為廣大學(xué)員提供2015年FRM考試網(wǎng)絡(luò)課程，請(qǐng)各位考生緊跟網(wǎng)校名師的步伐盡快進(jìn)入備考復(fù)習(xí)，讓高頓網(wǎng)校與您共同努力，2015年考試順利通過(guò)！祝您夢(mèng)想成真！免費(fèi)聽(tīng)課>>
　　II:Credit Risk Measurement and Management
　　Weight
　　Level II Exam Weight:20%
　　Full Exam Weight:10%
　　14 Main Points
　　Subprime mortgages and subprime securitization
　　Counterparty risk and OTC derivatives
　　Credit derivatives,credit default swaps and credit-linked notes
　　Structured finance,securitization,tranching and subordination
　　Collateralized Debt Obligations(pricing and risk management)
　　Probability of default,loss given default and recovery rates
　　Credit scoring
　　Credit spreads
　　Expected and unexpected loss
　　Contingent claim approach and the KMV Model
　　Default and default-time correlations
　　Portfolio credit risk
　　Credit risk management models
　　Risk mitigation techniques(including netting,rating triggers,and collateral)