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

1. For a FX forward contract, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) At maturity
B) Right after inception
C) Roughly three-quarters of the way towards maturity
D) Indeterminate from the given information

2. Which of the following is not a limitation of the univariate Gaussian model to capture the codependence structure between risk factros used for VaR calculations?

A) Determining the covariance matrix becomes an extremely difficult task as the number of risk factors increases.
B) A single covariance matrix is insufficient to describe the fine codependence structure among risk factors as non-linear dependencies or tail correlations are not captured.
C) The univariate Gaussian model fails to fit to the empirical distributions of risk factors, notably their fat tails and skewness.
D) It cannot capture linear relationships between risk factors.

3. Which of the following steps are required for computing the aggregate distribution for a UoM for operational risk once loss frequency and severity curves have been estimated:
I. Simulate number of losses based on the frequency distribution
II. Simulate the dollar value of the losses from the severity distribution III. Simulate random number from the copula used to model dependence between the UoMs IV. Compute dependent losses from aggregate distribution curves

A) I and II
B) None of the above
C) All of the above
D) III and IV

4. Which of the following are true:
I. Delta hedges need to be rebalanced frequently as deltas fluctuate with fluctuating prices.
II. Portfolio managers are right to focus on primary risks over secondary risks.
III. Increasing the hedge rebalance frequency reduces residual risks but increases transaction costs.
IV. Vega risk can be hedged using options.

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

5. Which of the following measures can be used to reduce settlement risks:

A) all of the above
B) providing for physical delivery instead of netted cash settlements
C) escrow arrangements using a central clearing house
D) increasing the timing differences between the two legs of the transaction

Solutions: