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PRMIA 8011 Exam Syllabus Topics:

Section	Objectives
Topic 1: Standardized Approach for Counterparty Credit Risk	- Regulatory capital treatment 1. Exposure measurement 2. Basel framework application - SA-CCR framework 1. Potential future exposure calculation 2. Replacement cost
Topic 2: CVA and DVA	- Credit valuation adjustment 1. CVA measurement 2. CVA interpretation - Debit valuation adjustment 1. Accounting treatment 2. DVA calculation
Topic 3: Classic Credit Risk Methodology	- Risk management practices 1. Credit approval processes 2. Risk rating systems - Traditional credit analysis 1. Credit assessment frameworks 2. Financial statement analysis
Topic 4: Modern Credit Risk Modeling	- Portfolio risk models 1. Stress testing 2. Value at Risk models - PD/LGD modeling 1. Probability of default 2. Loss given default 3. Exposure at default
Topic 5: Credit Portfolio Management	- Portfolio monitoring 1. Concentration risk 2. Diversification - Risk-adjusted performance 1. RAROC 2. Economic capital
Topic 6: Counterparty Risk	- Counterparty exposure 1. Current exposure 2. Potential future exposure - Risk mitigation 1. Collateral management 2. Netting
Topic 7: Management of CVA and DVA	- CVA management techniques 1. Hedging strategies 2. Risk mitigation frameworks - Operational implementation 1. Regulatory considerations 2. Pricing adjustments
Topic 8: Classic Credit Products and Lifecycle	- Traditional credit products 1. Retail lending 2. Corporate lending 3. ESG and green lending products - Credit lifecycle management 1. Workout and recovery 2. Origination 3. Monitoring
Topic 9: Credit Derivatives and Securitization	- Credit derivatives 1. Credit default swaps 2. Total return swaps - Securitization structures 1. Asset-backed securities 2. Collateralized debt obligations

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

1. Under the CreditPortfolio View approach to credit risk modeling, which of the following bestdescribes the conditional transition matrix:

A) The conditional transition matrix is the unconditional transition matrix adjusted for the state of the economy and other macro economic factors being modeled
B) The conditional transition matrix is the unconditional transition matrix adjusted for probabilities of defaults
C) The conditional transition matrix is the transition matrix adjusted for the distribution of the firms' asset returns
D) The conditional transition matrix is the transition matrix adjusted for the risk horizon being different from that of the transition matrix

2. Concentration risk in a credit portfolio arises due to:

A) Issuers of the securities in the portfolio being located in the same country
B) A high degree of correlation between the default probabilities of the credit securities in the portfolio
C) A low degree of correlation between the default probabilities of the credit securities in the portfolio
D) Independence of individual default losses for the assets in the portfolio

3. When building a operational loss distribution by combining a loss frequency distribution and a loss severity distribution, it is assumed that:
I. The severity of losses is conditional upon the number of loss events II. The frequency of losses is independent from the severity of the losses III. Both the frequency and severity of loss events are dependent upon the state of internal controls in the bank

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

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

5. Which of the following are valid objectives of a reverse stress test:
I. Ensure that a firm can survive for long enough after risks have materialized for it to either regainmarket confidence, restructure or be sold, or be closed down in an orderly manner, II. Discover the vulnerabilities of the current business plan, III. Better integrate business and capital planning, IV. Create a 'zero-failure' environment at the systemic level in the financial sector

A) I and IV
B) All of the above
C) II and III
D) I, II and III

Solutions:

Question # 1
Answer: A

Question # 2
Answer: A

Question # 3
Answer: B

Question # 4
Answer: C

Question # 5
Answer: D