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

1. Which of the following is a valid approach to determining the magnitude of a shock for a given risk factor as part of a historical stress testing exercise?
I. Determine the maximum peak-to-trough change in the risk factor over the defined period of the historical event II. Determine the minimum peak-to-trough change in the risk factor over the defined period of the historical event III. Determine the total change in the risk factor between the start date and the finish date of the event regardless of peaks and troughs in between IV. Determine the maximum single day change in the risk factor and multiply by the number of days covered by the stress event

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

2. If the annual variance for a portfolio is 0.0256, what is the daily volatility assuming there are 250 days in a year.

A) 0.4048
B) 0.0006
C) 0.0101
D) 0.0016

3. What is the combined VaR of two securities that are perfectly positively correlated.

A) The sum of the individual VaRs of the two securities.
B) The difference of the two VaRs.
C) Combined VaR cannot be derived using the available information.
D) The root of the sum of squares of the individual VaRs of the two securities.

4. What is the annualized steady state volatility under a GARCH model where alpha is 0.1, beta is 0.8 and omega is 0.00025?

A) 0.0025
B) 0.1
C) 0.08
D) 0.05

5. There are two bonds in a portfolio, each with a market value of $50m. The probability of default of the two bonds are 0.03 and 0.08 respectively, over a one year horizon. If the probability of the two bonds defaulting simultaneously is 1.4%, what is the default correlation between the two?

A) 0%
B) 100%
C) 40%
D) 25%

Solutions: