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PRMIA 8011 Exam Syllabus Topics:

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

1. The generalized Pareto distribution, when used in the context of operational risk, is used to model:

A) Unexpected losses
B) Average losses
C) Tail events
D) Expected losses

2. Which of the following represents a riskier exposure for a bank: A LIBOR based loan, or an Overnight Indexed Swap? Which of the two rates is expected to be higher?
Assume the same counterparty and the same notional.

A) A LIBOR based loan; LIBOR rate will be higher
B) Overnight Index Swap; OIS rate will be higher
C) Overnight Index Swap; LIBOR rate will be higher
D) A LIBOR based loan; OIS rate will be higher

3. A risk management function is best organized as:

A) reporting directly to the traders, as to be closest to the point at which risks are being taken
B) report independently of the risk taking functions
C) a part of the trading desks and other risk taking teams
D) integrated with the risk taking functions as risk management should be a pervasive activity carried out at all levels of the organization.

4. The key difference between 'top down models' and 'bottom up models' for operational risk assessment is:

A) Top down approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while bottom up approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.
B) Bottom up approaches to operational risk are based upon an analysis of key risk drivers, while top down approaches consider causality in risk scenarios.
C) Top down approaches to operational risk are based upon an analysis of key risk drivers, while bottom up approaches consider causality in risk scenarios.
D) Bottom up approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while top down approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.

5. Consider a portfolio with a large number of uncorrelated assets, each carrying an equal weight in the portfolio. Which of the following statements accurately describes the volatility of the portfolio?

A) The volatility of the portfolio will be close to zero
B) The volatility of the portfolio will be equal to the square root of the sum of the variances of the assets in the portfolio weighted by the square of their weights
C) The volatility of the portfolio is the same as that of the market
D) The volatility of the portfolio will be equal to the weighted average of the volatility of the assets in the portfolio

Solutions: