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PRMIA 8011 Exam Syllabus Topics:

Section	Objectives
Classic Credit Products and Lifecycle	- Traditional credit products 1. ESG and green lending products 2. Retail lending 3. Corporate lending - Credit lifecycle management 1. Monitoring 2. Workout and recovery 3. Origination
CVA and DVA	- Credit valuation adjustment 1. CVA measurement 2. CVA interpretation - Debit valuation adjustment 1. DVA calculation 2. Accounting treatment
Classic Credit Risk Methodology	- Risk management practices 1. Risk rating systems 2. Credit approval processes - Traditional credit analysis 1. Credit assessment frameworks 2. Financial statement analysis
Counterparty Risk	- Counterparty exposure 1. Current exposure 2. Potential future exposure - Risk mitigation 1. Netting 2. Collateral management
Credit Derivatives and Securitization	- Credit derivatives 1. Total return swaps 2. Credit default swaps - Securitization structures 1. Collateralized debt obligations 2. Asset-backed securities
Modern Credit Risk Modeling	- Portfolio risk models 1. Value at Risk models 2. Stress testing - PD/LGD modeling 1. Exposure at default 2. Loss given default 3. Probability of default
Management of CVA and DVA	- Operational implementation 1. Pricing adjustments 2. Regulatory considerations - CVA management techniques 1. Hedging strategies 2. Risk mitigation frameworks
Standardized Approach for Counterparty Credit Risk	- SA-CCR framework 1. Replacement cost 2. Potential future exposure calculation - Regulatory capital treatment 1. Basel framework application 2. Exposure measurement
Credit Portfolio Management	- Portfolio monitoring 1. Concentration risk 2. Diversification - Risk-adjusted performance 1. Economic capital 2. RAROC

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

Question #1

For a corporate bond, which of the following statements is true:
I. The credit spread is equal to the default rate times the recovery rate II. The spread widens when the ratings of the corporate experience an upgrade III. Both recovery rates and probabilities of default are related to the business cycle and move in opposite directions to each other IV. Corporate bond spreads are affected by both the risk of default and the liquidity of the particular issue

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

Reveal Solution Discussion 0

Correct Answer: D 🗳️

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Question #2

Which of the following correctly describes a reverse stress test:

A. Stress tests that are prescribed and conducted by a regulator in addition to the tests done by a bank
B. Stress tests that start from a known stress test outcome and then ask what events could lead to such an outcome for the bank
C. A stress test that considers only qualitative factors that go beyond mathematical modeling to examine feedback loops and the effect of macro-economic fundamentals
D. A stress test that requires a role reversal between risk managers and the risk taking business units in order to determine credible scenarios

Reveal Solution Discussion 0

Correct Answer: B 🗳️

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Question #3

The difference between true severity and the best approximation of the true severity is called:

A. Estimation error
B. Fitting error
C. Approximation error
D. Total error

Reveal Solution Discussion 0

Correct Answer: C 🗳️

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Question #4

Under the basic indicator approach to determining operational risk capital, operational risk capital is equal to:

A. 25% of the average gross income (considering only the positive years) of the past three years
B. 15% of the average gross income (considering only the positive years) of the past three years
C. 15% of the average net income (considering only the positive years) of the past three years
D. 15% of the average gross income of the past five years

Reveal Solution Discussion 0

Correct Answer: B 🗳️

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Question #5

An equity manager holds a portfolio valued at $10m which has a beta of 1.1. He believes the market may see a dip in the coming weeks and wishes to eliminate his market exposure temporarily. Market index futures are available and the current futures notional on these is $50,000 per contract. Which of the following represents the best strategy for the manager to hedge his risk according to his views?