In this short video from FRM Part 2 (Credit Risk), we explore the differences between real world and risk-neutral probabilities of default - their respective sources, incorporation of risk premium, relative levels and use cases. This video is a part of finRGB's preparation course for FRM Exam Part 2 (
FRM Part 2: Real World Vs Risk Neutral Default Probabilities
In this short video from FRM Part 2 (Credit Risk), we explore the differences between real world and risk-neutral probabilities of default - their respective sources, incorporation of risk premium, relative levels and use cases. This video is a part of finRGB's preparation course for FRM Exam Part 2 (
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