PRMIA 8011 : Credit and Counterparty Manager (CCRM) Certificate Exam

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PRMIA 8011 Exam Syllabus Topics:

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

Question 1

A derivative contract has a negative current replacement value. Which of the following statements is true about its loan equivalent value for credit risk calculations over a 2-year horizon?

A. The credit exposure will be a given quintile of the expected distribution of the value of the derivatives contract in the future.
B. Since the derivatives contract has a negative current replacement value, exposure will be zero.
C. The notional value of the derivatives contract should be used for loan equivalence calculations.
D. The current exposure can be used for loan equivalence calculations as that is an unbiased proxy for the future value.

Question 2

What would be the consequences of a model of economic risk capital calculation that weighs all loans equally regardless of the credit rating of the counterparty?
I. Create an incentive to lend to the riskiest borrowers
II. Create an incentive to lend to the safest borrowers
III. Overstate economic capital requirements
IV. Understate economic capital requirements

A. III only
B. II and III
C. I and IV
D. I only

Question 3

Loss provisioning is intended to cover:

A. Losses in excess of unexpected losses
B. Both expected and unexpected losses
C. Expected losses
D. Unexpected losses

Question 4

Which of the following statements are true:
I. Stress tests should consider simultaneous pressures in funding and asset markets, and the impact of a reduction in liquidity II. Judging the effectiveness of risk mitigation techniques is not a part of stress testing III. A reverse stress test is useful for discovering hidden vulnerabilities and inconsistencies in hedging strategies IV. Reputational risk, which is explicitly excluded from the definition of operational risk under Basel II, should still be considered as part of stress tests.

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

Question 5

Which of the following statements are true:
I. Pre-settlement risk is the risk that one of the parties to a contract might default prior to the maturity date or expiry of the contract.
II. Pre-settlement risk can be partly mitigated by providing for early settlement in the agreements between the counterparties.
III. The current exposure from an OTC derivatives contract is equivalent to its current replacement value.
IV. Loan equivalent exposures are calculated even for exposures that are not loans as a practical matter for calculating credit risk exposure.

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

Solutions: