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PRMIA 8011 Exam Syllabus Topics:

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

1. Ex-ante VaR estimates may differ from realized P&L due to:
I. the effect of intra day trading
II. timing differences in the accounting systems
III. incorrect estimation of VaR parameters
IV. security returns exhibiting mean reversion

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

2. The key difference between 'top down models' and 'bottom up models' for operational risk assessment is:

A) Top down approaches to operational risk are based upon an analysis of key risk drivers, while bottom up approaches consider causality in risk scenarios.
B) Bottom up approaches to operational risk are based upon an analysis of key risk drivers, while top down approaches consider causality in risk scenarios.
C) Bottom up approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while top down approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.
D) Top down approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while bottom up approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.

3. Which of the following statements are true:
I. A high score according to Altman's Z-Score methodology indicates a lower default risk II. A high score according to the Probit or Logit models indicates a higher default risk III. A high score according to Altman's Z-Score methodology indicates a higher default risk IV. A high score according to the Probit or Logit models indicates a lower default risk

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

4. Which of the following distribution assumptions will produce the lowest probability of exceeding an extreme value, assuming identical means and variances?

A) a distribution with kurtosis = 5
B) t-distribution
C) a normal distribution
D) a normal mixture distribution

5. Which of the following formulae correctly describes Component VaR. (p refers to the portfolio, and i is the i- th constituent of the portfolio. MVaR means Marginal VaR, and other symbols have their usual meanings.)

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

Solutions: