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PRMIA 8011 Exam Syllabus Topics:

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

1. For a loan portfolio, expected losses are charged against:

A) Economic capital
B) Credit reserves
C) Regulatory capital
D) Economic credit capital

2. In the case of historical volatility weighted VaR, a higher current volatility when compared to historical volatility:

A) will not affect the VaR estimate
B) will decrease the VaR estimate
C) will increase the confidence interval
D) will increase the VaR estimate

3. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

A) II and III
B) All of the above
C) I, II and III
D) I and IV

4. Which of the following is additive, ie equal to the sum of its components

A) Specific VaR
B) Component VaR
C) Incremental VaR
D) Conditional VaR

5. Which of the following statements is true in respect of different approaches to calculating VaR?
I. Linear or parametric VaR does not take correlations into account
II. For large portfolios with little or no optionality or other non-linear attributes, parametric VaR is an efficient approach to calculating VaR III. For large portfolios with complex sources of risk and embedded optionalities, the full revaluation method of calculating VaR should be preferred IV. Delta normal local revaluation based VaR is suitable for fixed income and option portfolios only

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

Solutions: