Complete 8011 Exam Dumps - 100% Realistic Questions Pool

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PRMIA 8011 CCRM certificate is designed for professionals who are involved in credit risk management and counterparty risk management. Credit and Counterparty Manager (CCRM) Certificate Exam certification program covers a wide range of topics, including credit analysis, credit risk measurement and management, counterparty risk management, credit derivatives, and regulatory requirements related to credit risk. By earning the PRMIA 8011 CCRM certificate, individuals can demonstrate their expertise in these critical areas and enhance their career prospects in the risk management field.

To be eligible for the PRMIA 8011 Certification Exam, candidates must have at least two years of professional experience in credit and risk management or a related field. 8011 exam is computer-based and consists of 100 multiple-choice questions that must be completed within three hours. Candidates who pass the exam receive a certificate that demonstrates their knowledge and expertise in credit and counterparty risk management, as well as membership in the PRMIA community of risk management professionals.

PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q209-Q214):

NEW QUESTION # 209
Which of the following was not a policy response introduced by Basel 2.5 in response to the globalfinancial crisis:

A. Stressed VaR (SVaR)
B. Incremental Risk Charge (IRC)
C. Comprehensive Capital Analysis and Review (CCAR)
D. Comprehensive Risk Model (CRM)

Answer: C

Explanation:
The CCAR is a supervisory mechanism adopted by the US Federal Reserve Bank to assess capital adequacy for bank holding companies it supervises. It was not a concept introduced by the international Basel framework.
The other three were indeed rules introduced by Basel 2.5, which was ultimately subsumed into Basel III.
Stressed VaR is just the standard 99%/10 day VaR, calculated with the assumption that relevant market factors are under stress.
The Incremental Risk Charge (IRC) is an estimate of default and migration risk of unsecuritized credit products in the trading book. (Though this may sound like a credit risk term, it relates to market risk - for example, a bond rated A being downgraded to BBB. In the old days, the banking book where loans to customers are held was the primary source of credit risk, but with OTC trading and complex products the trading book also now holds a good deal of credit risk. Both IRC and CRM account for these.) While IRC considers only non-securitized products, the CRM (Comprehensive Risk Model) considers securitized products such as tranches, CDOs, and correlation based instruments.
The IRC, SVaR and CRM complement standard VaR by covering risks that are not included in a standard VaR model. Their results are therefore added to the VaR for capital adequacy determination.

NEW QUESTION # 210
Which of the following best describes a 'break clause ?

A. A break clause determines the process by which amounts due on early termination will be determined
B. A break clause gives either party to a transaction the right to terminate the transaction at market price at future date(s)
C. A break clause sets out the conditions under which the transaction will be terminated upon non- compliance with the ISDA MA
D. A break clause describes rights and obligations when the derivative contract is broken

Answer: B

Explanation:
A break close, also called a 'mutual put', gives either party the right to terminate a transaction at market price at a given date, or dates in the future. These are usually availed of in longer dated transactions, eg 10 years and over. For example, a 15-year swap might have a mutual put in year 5, and every 2 years thereafter.
All other choices are incorrect.

NEW QUESTION # 211
Which of the following is true in relation to a Contingency Funding Plan (CFP)?
I. A CFP is like a disaster recovery plan to deal with a liquidity crisis II. A CFP should consider market stress conditions, but failures of payment systems are not relevant as they fall under the remit of operational risk III. Reputational damage may result if the market finds out that a firm has had to execute its CFP IV. Sources of emergency funding considered in the CFP should include the role of the central bank as the lender of last resort

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

Answer: D

Explanation:
A CFP is indeed a disaster recovery plan to deal with a liquidity crisis. Therefore statement I is correct.
A CFP should consider market stress conditions, including wide scale failures of payment and settlement systems. Statement II is not correct.
It is true that reputational damage may result if a firm has to activate its CFP - therefore the plan should consider internal and external communications, the timing of information release and the groups within the firm who need to know about the implementation of the plan. Reputational damage can only make any existing liquidity problems worse. Statement III is correct.
Sources of emergency funding should not include funding from the central bank - unless as part of a regular lending facility. Its role as a lender of last resort can not be considered in a CFP. Statement IV is incorrect.
Therefore only statements I and III are correct.

NEW QUESTION # 212
Under the internal ratings based approach for risk weighted assets, for which of the following parameters must each institution make internal estimates (as opposed to relying upon values determined by a national supervisor):

A. Exposure at default
B. Effective maturity
C. Probability of default
D. Loss given default

Answer: C

Explanation:
Regardless of the approach being followed by a bank (ie, whether foundation IRB or advanced IRB), it must make its own estimates for the probability of default. Banks following the foundation IRB approach may use values set by the supervisor for the other three parameters, though those following the advanced IRB approach may use their own estimates for all four inputs. (This is also the difference between advanced IRB and the foundation IRB approaches.) Therefore Choice 'a' is the correct answer.
Also note the four difference elements that go as inputs to the internal ratings based approach in the choices provided.

NEW QUESTION # 213
Which of the following methods cannot be used to calculate Liquidity at Risk?

A. Analytical or parametric approaches
B. Scenario analysis
C. Historical simulation
D. Monte Carlo simulation

Answer: A

Explanation:
Analytical or parametric approaches are not useful at all for liquidity at risk calculations because there are no neat distributions available to parameterize the large number of factors that affect the calculations of liquidity inflows and outflows. Historical simulations, Monte Carlo and scenario analysis (which can complement historical scenarios) are all valid choices

NEW QUESTION # 214
......

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Complete 8011 Exam Dumps - 100% Realistic Questions Pool

Complete 8011 Exam Dumps - How to Prepare for PRMIA 8011 In Short Time

PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q209-Q214):

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