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PRMIA 8011 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Classic Credit Risk | - Credit risk methodology
|
| Topic 2: CVA and DVA | - Measurement and interpretation - Valuation adjustments |
| Topic 3: Credit Derivatives and Securitization | - Credit derivatives instruments - Securitization structures and process |
| Topic 4: SA-CCR and Regulatory Frameworks | - Standardized Approach for Counterparty Credit Risk |
| Topic 5: Credit Portfolio Management | - Portfolio credit risk measurement - Risk concentration and diversification |
| Topic 6: Modern Credit Risk Modeling | - PD/LGD modeling frameworks - Credit VaR and loss distribution simulation |
| Topic 7: Counterparty Risk | - Mitigation techniques (netting, collateral) - Definition and sources of counterparty risk |
PRMIA Credit and Counterparty Manager (CCRM) Certificate Sample Questions:
Which of the following credit risk models includes a consideration of macro economic variables such as unemployment, balance of payments etc to assess credit risk?
- A. KMV's EDF based approach
- B. The CreditMetrics approach
- C. The actuarial approach
- D. CreditPortfolio View
Correct Answer: D 🗳️
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Which of the following need to be assumed to convert a transition probability matrix for a given time period to the transition probability matrix for another length of time:
I. Time invariance
II. Markov property
III. Normal distribution
IV. Zero skewness
- A. II and III
- B. I and II
- C. III and IV
- D. I, II and IV
Correct Answer: B 🗳️
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The principle underlying the contingent claims approach to measuring credit risk equates the cost of eliminating credit risk for a firm to be equal to:
- A. the value of a put on the firm's assets with a strike equal to the value of the debt
- B. the market valuation of the firm's equity less the value of its liabilities
- C. the probability of the firm's assets falling below the critical value for default
- D. the cost of a call on the firm's assets with a strike equal to the value of the debt
Correct Answer: A 🗳️
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Which of the following cannot be used to address the issue of heavy tails when modeling market returns
- A. EVT
- B. Normal mixtures
- C. EWMA
- D. Student's t-distribution
Correct Answer: C 🗳️
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In estimating credit exposure for a line of credit, it is usual to consider:
- A. only the value of credit exposure currently existing against the credit line as the exposure at default.
- B. a fixed fraction of the line of credit to be the exposure at default even though the currently drawn amount is quite different from such a fraction.
- C. the present value of the line of credit at the agreed rate of lending.
- D. the full value of the credit line to be the exposure at default as the borrower has an informational advantage that will lead them to borrow fully against the credit line at the time of default.
Correct Answer: B 🗳️
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