Deal of The Day! Hurry Up, Grab the Special Discount - Save 25% - Ends In 00:00:00 Coupon code: SAVE25
Welcome to Pass4Success

- Free Preparation Discussions
Mail Us support@pass4success.com
Location US
Mob_nav_barsMENU

PRMIA 8010 Exam - Topic 6 Question 92 Discussion

Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?
A) Using a proprietary database based on historical information
B) Using migration matrices
C) Using a normal distribution
D) Using Monte Carlo simulations

PRMIA 8010 Exam - Topic 6 Question 92 Discussion

Actual exam question for PRMIA's 8010 exam
Question #: 92
Topic #: 6
[All 8010 Questions]

Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

Show Suggested Answer Hide Answer
Suggested Answer: A

KMV Moody's uses a proprietary database to convert the distance to default to expected default probabilities.


by Eliz at Oct 02, 2026, 02:46 AM

Limited Time Offer

25%

Off

Get Premium 8010 Questions as Interactive Web-Based Practice Test or PDF

Contribute your Thoughts:

0/2000 characters
Submit Cancel

Currently there are no comments in this discussion, be the first to comment!


Save Cancel