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PRMIA 8011 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Modern Credit Risk Modeling | - Credit VaR and loss distribution simulation - PD/LGD modeling frameworks |
| CVA and DVA | - Measurement and interpretation - Valuation adjustments |
| Credit Derivatives and Securitization | - Credit derivatives instruments - Securitization structures and process |
| SA-CCR and Regulatory Frameworks | - Standardized Approach for Counterparty Credit Risk |
| Counterparty Risk | - Mitigation techniques (netting, collateral) - Definition and sources of counterparty risk |
| Credit Portfolio Management | - Risk concentration and diversification - Portfolio credit risk measurement |
| Classic Credit Risk | - Credit risk methodology
|
PRMIA Credit and Counterparty Manager (CCRM) Certificate Sample Questions:
Which of the following statements are true:
I. Liquidity risks during time of crisis may be exacerbated by large collateral calls continuing over a period of time.
II. Stress tests are always separately modeled from VaR computations which cannot deal with stress scenarios of the kind considered in stress tests.
III. A maximum loss scenario considers the maximum possible loss given a 'plausibility constraint' that is based upon the joint probability of such a loss happening
- A. I and II
- B. I, II and III
- C. I and III
- D. II and III
Correct Answer: C 🗳️
Explanation: Only visible for TestInsides members. You can sign-up / login (it's free).
A zero coupon corporate bond maturing in an year has a probability of default of 5% and yields12%. The recovery rate is zero. What is the risk free rate?
- A. 5.26%
- B. 7.00%
- C. 6.40%
- D. 5.00%
Correct Answer: C 🗳️
Explanation: Only visible for TestInsides members. You can sign-up / login (it's free).
Which loss event type is the loss of personally identifiable client information classified as under the Basel II framework?
- A. External fraud
- B. Clients, products and business practices
- C. Information security
- D. Technology risk
Correct Answer: B 🗳️
Explanation: Only visible for TestInsides members. You can sign-up / login (it's free).
If # and # are the expected rate of return and volatility of an asset whose prices are log-normally distributed, and # a random drawing from a standard normal distribution, we can simulate the asset's returns using the expressions:
- A. # - #.#
- B. # / #.#
- C. -# + #.#
- D. # + #.#
Correct Answer: D 🗳️
Explanation: Only visible for TestInsides members. You can sign-up / login (it's free).
When building a operational loss distribution by combining a loss frequency distribution and a loss severity distribution, it is assumed that:
I. The severity of losses is conditional upon the number of loss events II. The frequency of losses is independent from the severity of the losses III. Both the frequency and severity of loss events are dependent upon the state of internal controls in the bank
- A. I and II
- B. I, II and III
- C. II and III
- D. II
Correct Answer: D 🗳️
Explanation: Only visible for TestInsides members. You can sign-up / login (it's free).
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