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

1. Which of the following statements is a correct description of the phrase present value of a basis point?

A) It refers to the discounted present value of 1/100th of 1% of a future cash flow
B) It refers to the present value impact of 1 basis point move in an interest rate on a fixed income security
C) It is another name for duration
D) It is the principal component representation of the duration of a bond

2. Which of the following statements is true:
I. When averaging quantiles of two Pareto distributions, the quantiles of the averaged models are equal to the geometric average of the quantiles of the original models based upon the number of data items in each original model.
II. When modeling severity distributions, we can only use distributions which have fewer parameters than the number of datapoints we are modeling from.
III. If an internal loss data based model covers the same risks as a scenario based model, they can can be combined using the weighted average of their parameters.
IV If an internal loss model and a scenario based model address different risks, the models can be combined by taking their sums.

A) II and III
B) All statements are true
C) I and II
D) III and IV

3. Which of the following statements are true in relation to the current state of the financial network?
I. Interconnectivity between countries has reduced while that between institutions in the same country has increased significantly II. The degrees of separation between institutions has gone up III. The average path length connecting any two given institutions has shrunk IV. Knife-edge dynamics imply that systemic risk arises from the financial system flipping from risk sharing to risk spreading

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

4. The largest 10 losses over a 250 day observation period are as follows. Calculate the expected shortfall at a
98% confidence level:
20m
19m
19m
17m
16m
13m
11m
10m
9m
9m

A) 19.5
B) 18.2
C) 14.3
D) 16

5. Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

A) Using a normal distribution
B) Using Monte Carlo simulations
C) Using migration matrices
D) Using a proprietary database based on historical information

Solutions: