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PRMIA 8011 Exam Syllabus Topics:

PRMIA Credit and Counterparty Manager (CCRM) Certificate Sample Questions:

1. An asset has a volatility of 10% per year. An investment manager chooses to hedge it with another asset that has a volatility of 9% per year and a correlation of 0.9. Calculate the hedge ratio.

A) 1.2345
B) 1
C) 0.81
D) 0.9

2. Which of the following is true for the actuarial approach to credit risk modeling (CreditRisk+):

A) Default correlations between obligors are accounted for using a multivariate normal model
B) The approach considers only default risk, and ignores the risk to portfolio value from credit downgrades
C) The approach is based upon historical rating transition matrices
D) The number of defaults is modeled using a binomial distribution where the number of defaults are considered discrete events

3. If the odds of default are 1:5, what is the probability of default?

A) 50.00%
B) 12.00%
C) 20.00%
D) 16.67%

4. A Monte Carlo simulation based VaR can be effectively used in which of the following cases:

A) When returns data cannot be analytically modeled
B) All of the above
C) Where analytical methods are too complex to effectively use
D) When returns are discontinuous or display large jumps

5. Which of the following was not a policy response introduced by Basel 2.5 in response to the globalfinancial crisis:

A) Incremental Risk Charge (IRC)
B) Stressed VaR (SVaR)
C) Comprehensive Capital Analysis and Review (CCAR)
D) Comprehensive Risk Model (CRM)

Solutions: