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

1. Which of the following can be used to reduce credit exposures to a counterparty:
I. Netting arrangements
II. Collateral requirements
III. Offsetting trades with other counterparties
IV. Credit default swaps

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

2. For a 10 year interest rate swap, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) 2 years
B) Right after inception
C) 7 years
D) 10 years

3. Under the actuarial (or CreditRisk+) based modeling of defaults, what is the probability of 4 defaults in a retail portfolio where the number of expected defaults is 2?

A) 18%
B) 2%
C) 9%
D) 4%

4. Conditional VaR refers to:

A) expected average losses conditional on the VaR estimates not being exceeded
B) expected average losses above a given VaR estimate
C) value at risk when certain conditions are satisfied
D) the value at risk estimate for non-normal distributions

5. Which of the following introduces model error when basing VaR on a normal distribution with a static mean and standard deviation?

A) Autocorrelation of squared returns
B) Volatility clustering
C) All of the above
D) Heavy tails

Solutions: