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

1. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

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

2. Which of the following are true:
I. The total of the component VaRs for all components of a portfolio equals the portfolio VaR.
II. The total of the incremental VaRs for each position in a portfolio equals the portfolio VaR.
III. Marginal VaR and incremental VaR are identical for a $1 change in the portfolio.
IV. The VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than (or in extreme cases equal to) the sum of the individual VaRs.
V. The component VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than the sum of the individual component VaRs.

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

3. If two bonds with identical credit ratings, coupon and maturity but from different issuers trade at different spreads to treasury rates, which of the following is a possible explanation:
I. The bonds differ in liquidity
II. Events have happened that have changed investor perceptions but these are not yet reflected in the ratings III. The bonds carry different market risk IV. The bonds differ in their convexity

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

4. When estimating the risk of a portfolio of equities using the portfolio's beta, which of the following is NOT true:

A) using the beta significantly eases the computational burden of calculating risk
B) relies upon the single factor CAPM model
C) explicitly considers specific risk inherent in the portfolio for risk calculations
D) use of the beta assumes that the portfolio is diversified enough so that the specific risks of the individual stocks offset each other

5. Which of the following is not a credit event under ISDA definitions?

A) Restructuring
B) Obligation accelerations
C) Rating downgrade
D) Failure to pay

Solutions: