FRM Part II · Credit Risk · Free Lesson

Credit Risk Fundamentals, Governance, and Economic Capital

Free GARP FRM Part II lesson in Credit Risk. 20 min read, ~3,053 words.

A regional bank originated a $50 million corporate term loan at par. The borrower kept paying interest, but its leverage doubled in twelve months and its rating slid two notches. No default has occurred. Has the bank lost money? On a mark-to-market book the answer is yes: credit risk is loss of value, not just loss from default. Distinguishing those two views drives every governance decision that follows.

Credit risk is the risk that a counterparty fails to perform on a contractual obligation OR that the value of that obligation falls because the counterparty's creditworthiness deteriorates. The first view is default-mode: nothing matters until the loan stops paying. The second view is mark-to-market: a downgrade from BBB to BB drops the bond's price even when no default occurs, and that price drop is a real loss to a trading-book holder.

Banks running banking-book accounting tend to think default-mode. Banks running trading-book accounting must think mark-to-market. Most large banks run both, which is why credit-portfolio models like CreditMetrics simulate rating migrations rather than default-only outcomes.

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Common mistakes

Bottom line

Exam shortcut

When a question gives you PD, LGD, EAD and asks for "the loss the bank expects," the answer is the product. When it asks for "capital" or "the loss at confidence c," reach for UL or Vasicek (CR3), never EL. When a question describes a bank's risk function reporting into the business it covers, that is a three-lines-of-defense violation regardless of how the choices are worded.

The full lesson (about 3,053 words, 20 min read) adds 2 worked examples, all 6 common mistakes, a self-check, free in the app.

Learning objectives

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