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PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q120-Q125):

NEW QUESTION # 120
Which of the following are measures of liquidity risk
I. Liquidity Coverage Ratio
II. Net Stable Funding Ratio
III. Book Value to Share Price
IV. Earnings Per Share

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

Answer: C

Explanation:
In December 2009 the BIS came out with a new consultative document on liquidity risk. Given the events of
2007 - 2009, it has been clear that a key characteristic of the financial crisis was the inaccurate and ineffective management of liquidity risk The paper two separate but complementary objectives in respect of liquidity risk management: The first objective relates to the short-term liquidity risk profile of institution, and the second objective is to promote resiliency over longer-term time horizons. The paper identifies the following two ratios - you should be aware of these - though I am not sure if these will show up in the PRMIA exam:
1. Liquidity Coverage Ratio addresses the ability of an institution to survive an acute liquidity risk stress scenario lasting one month. It is calculated as follows:
Liquidity Coverage Ratio = Stock of high quality liquid assets/Net cash outflows over a 30-day time period
2. Net Stable Funding Ratio has been developed to capture structural issues related to funding choices.
Net Stable Funding Ratio = Available amount of stable funding/Required amount of stable funding Both ratios should be equal to or greater than 1. The statement contains detailed definitions of what is included or excluded from each of the terms used in the calculations for each of the ratios. In addition, the standard also describes the what the 'acute' scenario should include (things such as a 3 notch credit downgrade, reduction in retail deposits etc) Therefore Choice 'b' is the correct answer. Book Value to Share Price and Earnings Per Share are accounting measures unrelated to liquidity.

NEW QUESTION # 121
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. II
B. I, II and III
C. I and II
D. II and III

Answer: A

Explanation:
When a operational loss frequency distribution (which, for example, may be based upon a Poisson distribution) and a loss severity distribution (for example, based upon a lognormal distribution), it is assumed that the frequency of losses and the severity of the losses are completely independent and do not impact each other. Therefore statement II is correct, and the others are not valid assumptions underlying the operational loss distribution.

NEW QUESTION # 122
Under the credit migration approach to assessing portfolio credit risk, which of the following are needed to generate a distribution of future portfolio values?

A. A rating migration matrix
B. A specified risk horizon
C. The forward yield curve
D. All of the above

Answer: D

Explanation:
The credit migration approach to assessing portfolio credit risk involves obtaining a distribution of future portfolio values from the ratings migration matrix. First, the frequencies in the matrix are used as probabilities, and expected future values of the securities belonging to each rating category are calculated.
These are then discounted to the present using the discount rate appropriate to the 'future' rating category. This gives us a forward distribution of the value of each security in the portfolio. These are then combined using the default correlations between the issuers. The default correlation between the issuers is often proxied using asset returns, and recognizing that default occurs when asset values fall below a certain threshold. A distribution for the future value of the portfolio is generated using simulation, and from this distribution the Credit VaR can be calculated.
Thus, we need the migration matrix, the risk horizon from which the present values need to be calculated, and the forward yield curve or the discount curve for each rating category for the risk horizon. Thus, Choice 'd' is the correct answer.

NEW QUESTION # 123
Which of the following credit risk models focuses on default alone and ignores credit migration when assessing credit risk?

A. The actuarial approach
B. The CreditMetrics approach
C. The contingent claims approach
D. CreditPortfolio View

Answer: A

Explanation:
The correct answer is Choice 'd'. The following is a brief description of the major approaches available to model credit risk, and the analysis that underlies them:
1. CreditMetrics: based on the credit migration framework. Considers the probability of migration to other credit ratings and the impact of such migrations on portfolio value.
2. CreditPortfolio View: similar to CreditMetrics, but adds the impact of the business cycle to the evaluation.
3. The contingent claims approach: uses option theory by considering a debt as a put option on the assets of the firm.
4. KMV's EDF (expected default frequency) based approach: relies on EDFs and distance to default as a measure of credit risk.
5. CreditRisk+: Also called the 'actuarial approach', considers default as a binary event that either happens or does not happen. This approach does not consider the loss of value from deterioration in credit quality (unless the deterioration implies default).

NEW QUESTION # 124
Which of the following represent the parameters that define a VaR estimate?

A. confidence level, the holding period and expected volatility
B. confidence level and the underlying stochastic process
C. confidence level and the holding period
D. trading position and distribution assumption

Answer: C

Explanation:
VaR is specified by just two parameters - the holding period, and the confidence level. We speak of, for example, a 10-day VaR at the 95% confidence level. No other parameters are required.Therefore Choice 'd' is the correct answer and the others are incorrect.

NEW QUESTION # 125
......

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PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q120-Q125):

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