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PRMIA 8011 Exam Syllabus Topics:

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

Question 1

The daily VaR of an investor's commodity position is $10m. The annual VaR, assuming daily returns are independent, is ~$158m (using the square root of time rule). Which of the following statements are correct?
I. If daily returns are not independent and show mean-reversion, the actual annual VaR will be higher than
$158m.
II. If daily returns are not independent and show mean-reversion, the actual annual VaR will be lower than
$158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be higher than $158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be lower than $158m.

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

Question 2

When the volatility of the yield for a bond increases, which of the following statements is true:

A. The VaR for the bond decreases and its value increases
B. The VaR for the bond increases and its value stays the same
C. The VaR for the bond decreases and its value is unaffected
D. The VaR for the bond increases and its value decreases

Question 3

Which of the following statements are true:
I. It is usual to set a very high confidence level when estimating VaR for capital requirements.
II. For model validation, very high VaR confidence levels are used to minimize excess losses.
III. For limit setting for managing day to day positions, it is usual to set VaR confidence levels that are neither too low to be exceeded too often, nor too high as to be never exceeded.
IV. The Basel accord requirements for market risk capital require the use of a time horizon of 1 year.

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

Question 4

Which of the following formulae describes Marginal VaR for a portfolio p, where V_i is the value of the i-th asset in the portfolio? (All other notation and symbols have their usual meaning.) A)

B)

C)

D)
All of the above

A. Option A
B. Option C
C. Option B
D. Option D

Question 5

Under the CreditPortfolio View model of credit risk, the conditional probability of default will be:

A. the same as the unconditional probability of default in an economic expansion
B. higher than the unconditional probability of default in an economic expansion
C. lower than the unconditional probability of default in an economic expansion
D. lower than the unconditional probability of default in an economic contraction

Solutions: