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

1. All else remaining the same, an increase in the joint probability of default between two obligors causes the default correlation between the two to:

A) Cannot be determined from the given information
B) Decrease
C) Stay the same
D) Increase

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

3. If the default hazard rate for a company is 10%, and the spread on its bonds over the risk free rate is 800 bps, what is the expected recovery rate?

A) 20.00%
B) 0.00%
C) 8.00%
D) 40.00%

4. 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) I and III
B) I and IV
C) II and III
D) III and IV

5. Which of the following credit risk models focuses on default alone and ignores credit migration when assessing credit risk?

A) The contingent claims approach
B) The CreditMetrics approach
C) CreditPortfolio View
D) The actuarial approach

Solutions: