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PRMIA 8011 Exam Syllabus Topics:

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

1. Which of the following statements is true:
I. When averaging quantiles of two Pareto distributions, the quantiles of the averaged models are equal to the geometric average of the quantiles of the original models based upon the number of data items in each original model.
II. When modeling severity distributions, we can only use distributions which have fewer parameters than the number of datapoints we are modeling from.
III. If an internal loss data based model covers the same risks as a scenario based model, they can can be combined using the weighted average of their parameters.
IV If an internal loss model and a scenario based model address different risks, the models can be combined by taking their sums.

A) II and III
B) I and II
C) All statements are true
D) III and IV

2. The probability of default of a security over a 1 year period is 3%. What is the probability that it would have defaulted within 6 months?

A) 3.00%
B) 98.49%
C) 17.32%
D) 1.51%

3. Which of the following best describes the concept of marginal VaR of an asset in a portfolio:

A) Marginal VaR describes the change in total VaR resulting from a $1 change in the value of the asset in question.
B) Marginal VaR is the value of the expected losses on occasions where the VaR estimate is exceeded.
C) Marginal VaR is the change in the VaR estimate for the portfolio as a result of including the asset in the portfolio.
D) Marginal VaR is the contribution of the asset to portfolio VaR in a way that the sum of such calculations for all the assets in the portfolio adds up to the portfolio VaR.

4. When pricing credit risk for an exposure, which of the following is a better measure than the others:

A) Potential Future Exposure (PFE)
B) Expected Exposure (EE)
C) Mark-to-market
D) Notional amount

5. 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) 0.1
B) 0.0025
C) 0.05
D) 0.08

Solutions: