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PRMIA 8011 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Credit Risk Modeling and Portfolio Management | 20% | - Modern Credit Risk Modeling - Credit Portfolio Management |
| Case Studies | 7% | |
| Counterparty Risk and Risk Mitigation | 13% | - Risk Mitigation Techniques - Basics of Counterparty Risk |
| Credit Valuation Adjustment (CVA) and Related Topics | 17% | - Credit Valuation Adjustment (CVA) - Managing Counterparty Risk and CVA - XVA and SA-CCR |
| Classic Credit Products, Life Cycle and Credit Risk Methodology | 30% | - Classic Credit Risk Methodology - Introduction to Credit Risk - Classic Credit Products |
| Credit Derivatives and Securitization | 13% | - Securitization Processes and Instruments - Credit Derivatives |
PRMIA Credit and Counterparty Manager (CCRM) Certificate Sample Questions:
In the case of historical volatility weighted VaR, a higher current volatility when compared to historical volatility:
- A. will increase the VaR estimate
- B. will not affect the VaR estimate
- C. will decrease the VaR estimate
- D. will increase the confidence interval
Correct Answer: A 🗳️
Explanation: Only visible for DumpsQuestion members. You can sign-up / login (it's free).
Which of the following are valid criticisms of value at risk:
I. There are many risks that a VaR framework cannot model
II. VaR does not consider liquidity risk
III. VaR does not account for historical market movements
IV. VaR does not consider the risk of contagion
- A. I, II and IV
- B. II and IV
- C. All of the above
- D. I and III
Correct Answer: A 🗳️
Explanation: Only visible for DumpsQuestion members. You can sign-up / login (it's free).
Which of the following is true for the actuarial approach to credit risk modeling (CreditRisk+):
- A. The approach considers only default risk, and ignores the risk to portfolio value from credit downgrades
- B. The number of defaults is modeled using a binomial distribution where the number of defaults are considered discrete events
- C. Default correlations between obligors are accounted for using a multivariate normal model
- D. The approach is based upon historical rating transition matrices
Correct Answer: A 🗳️
Explanation: Only visible for DumpsQuestion members. You can sign-up / login (it's free).
Which of the following statements are true:
I. A transition matrix is the probability of a security migrating from one rating class to another during its lifetime.
II. Marginal default probabilities refer to probabilities of default in a particular period, given survival at the beginning of that period.
III. Marginal default probabilities will always be greater than the corresponding cumulative default probability.
IV. Loss given default is generally greater when recovery rates are low.
- A. I, III and IV
- B. II and IV
- C. I and IV
- D. I and III
Correct Answer: B 🗳️
Explanation: Only visible for DumpsQuestion members. You can sign-up / login (it's free).
Who has the ultimate responsibility for the overall stress testing programme of an institution?
- A. Senior Management
- B. The Risk Committee
- C. Business Unit leaders
- D. The Board
Correct Answer: D 🗳️
Explanation: Only visible for DumpsQuestion members. You can sign-up / login (it's free).
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