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PRMIA 8011 Exam Syllabus Topics:

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

1. What is the annualized steady state volatility under a GARCH model where alpha is 0.1, beta is 0.8 and omega is 0.00025?

A) 0.0025
B) 0.05
C) 0.08
D) 0.1

2. When performing portfolio stress tests using hypothetical scenarios, which of the following is not generally a challenge for the risk manager?

A) Evaluating interrelationships between counterparties when considering liquidity risks
B) Building a consistent set of hypothetical shocks to individual risk factors
C) Building a positive semi-definite covariance matrix
D) Considering back office capacity to deal with increased transaction volumes

3. The diversification effect is responsible for:

A) VaR being applicable only to short term horizons
B) the sub-additivity property of market risk VaR assessments
C) the super-additivity property of market risk VaR assessments
D) total VaR numbers being greater than the sum of the individual VaRs for underlying portfolios

4. There are three bonds in a diversified bond portfolio, whose default probabilities are independent of each other and equal to 1%, 2% and 3% respectively over a 1 year time horizon. Calculate the probability that exactly 1 of the three bonds will default.

A) 2%
B) .011%
C) 0%
D) 5.8%

5. Under the contingent claims approach to credit risk, risk increases when:
I. Volatility of the firm's assets increases
II. Risk free rate increases
III. Maturity of the debt increases

A) I and II
B) I and III
C) II and III
D) I, II and III

Solutions: