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PRMIA 8011 Exam Syllabus Topics:

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

1. If the returns of an asset display a strong tendency for mean reversion, what is the relationship between annualized volatility calculated based on daily versus weekly volatilities (using the square root of time rule)?

A) Daily volatility will be greater than weekly volatility
B) Weekly volatility will be greater than daily volatility
C) Either daily or weekly volatility will be greater, depending upon how the week went
D) Daily and weekly volatilities will be the same

2. Under the KMV Moody's approach to credit risk measurement, which of the following expressions describes the expected 'default point' value of assets at which the firm may be expected to default?

A) Long term debt + 0.5* Short term debt
B) Short term debt + Long term debt
C) 2* Short term debt + Long term debt
D) Short term debt + 0.5* Long term debt

3. An equity manager holds a portfolio valued at $10m which has a beta of 1.1. He believes the market may see a dip in the coming weeks and wishes to eliminate his market exposure temporarily. Market index futures are available and the current futures notional on these is $50,000 per contract. Which of the following represents the best strategy for the manager to hedge his risk according to his views?

A) Liquidate his portfolio as soon as possible
B) Sell 200 futures contracts
C) Buy 220 futures contracts
D) Sell 220 futures contracts

4. Which of the following statements are true:
I. Credit VaR often assumes a one year time horizon, as opposed to a shorter time horizon for market risk as credit activities generally span a longer time period.
II. Credit losses in the banking book should be assessed on the basis of mark-to-market mode as opposed to the default-only mode.
III. The confidence level used in the calculation of credit capital is high when the objective is to maintain a high credit rating for the institution.
IV. Credit capital calculations for securities with liquid markets and held for proprietary positions should be based on marking positions to market.

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

5. A stock that follows the Weiner process has its future price determined by:

A) its standard deviation and past technical movements
B) its expected return alone
C) its expected return and standard deviation
D) its current price, expected return and standard deviation

Solutions: