- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 29. Credit Analysis Models
- Subject 5. Interpreting Changes in Credit Spreads
CFA Practice Question
A change in the recovery rate will change:
II. LGD
III. POD
IV. Discount factors
V. CVA per year
I. Expected exposure
II. LGD
III. POD
IV. Discount factors
V. CVA per year
Correct Answer: II and V
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