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

1. Assuming all other factors remain the same, an increase in the volatility of the returns on the assets of a firm causes which of the following outcomes?

A) A decrease in the value of the implicit put in in the debt of the firm
B) An increase in the value of the equity of the firm
C) A decrease in the value of the non-callable debt issued by the firm
D) An increase in the value of the callable debt of the firm

2. If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:

A) F > V
B) F - E < V
C) F < V
D) V < E

3. If # and # are the expected rate of return and volatility of an asset whose prices are log-normally distributed, and # a random drawing from a standard normal distribution, we can simulate the asset's returns using the expressions:

A) -# + #.#
B) # + #.#
C) # - #.#
D) # / #.#

4. Conditional VaR refers to:

A) expected average losses conditional on the VaR estimates not being exceeded
B) expected average losses above a given VaR estimate
C) the value at risk estimate for non-normal distributions
D) value at risk when certain conditions are satisfied

5. Which of the following statements are true:
I. Shocks to risk factors should be relative rather than absolute if we wish to avoid a change in thesign of the risk factor.
II. Interest rate shocks are generally modeled as absolute shocks.
III. Shocks to volatility are generally modeled as absolute shocks.
IV. Shocks to market spreads are generally modeled as relative shocks.

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

Solutions: