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PRMIA 8011 (Credit and Counterparty Manager (CCRM) Certificate) Exam is a globally recognized certification for professionals in the finance industry. Credit and Counterparty Manager (CCRM) Certificate Exam certification focuses on credit risk management, counterparty credit risk, and other aspects of credit management. 8011 course is designed to provide professionals with the knowledge and skills required to effectively manage credit risk in today's dynamic financial environment.

PRMIA 8011, also known as the Credit and Counterparty Manager (CCRM) Certificate exam, is one of the most rigorous assessments in the financial industry for risk management professionals. Credit and Counterparty Manager (CCRM) Certificate Exam certification is designed to provide professionals with the necessary knowledge and skills to manage credit risk, counterparty risk, and capital allocation efficiently. The CCRM certification is globally recognized and awarded by the Professional Risk Managers’ International Association (PRMIA).

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PRMIA Credit and Counterparty Manager (CCRM) Certificate Exam Sample Questions (Q38-Q43):

NEW QUESTION # 38
Which of the following is not a risk faced by a bank from holding a portfolio of residential mortgages?

• A. The risk that the homeowners will pay the mortgage off before they are due
• B. The risk that CDS spreads on the bank's debt will rise making funding more expensive
• C. The risk that the homeowners will not be able to pay their mortgage when they are due
• D. The risk that mortgage interest rates will rise in the future

Answer: B

Explanation:
Choice 'd' represents a risk that does not arise from its holdings of mortgages. Therefore Choice 'd' is the correct answer.
All the other risks identified are correct - the bank faces interest rate, default and prepayment risks on its mortgages.

NEW QUESTION # 39
Which of the following is not a possible early warning indicator in relation to the health of a counterparty?

• A. Negative publicity
• B. A decline in the counterparty's corporate debt yield
• C. Falling stock price
• D. Credit rating downgrade

Answer: B

Explanation:
Negative publicity, a downgrade in the credit rating, a falling stock price are all pointers to potential credit problems, and the counterparty credit monitoring group of a bank should be using these as possible early indicators of an upcoming credit health problem. A decline in the yield of the debt issued by a counterparty means its spread is declining and the health of the credit is actually improving. Therefore a decline in the counterparty's corporate debt yield cannot be used as an indicator of potential credit problems.
Choice 'c' is therefore the correct answer.

NEW QUESTION # 40
Conditional VaR refers to:

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

Answer: D

Explanation:
Conditional VaR is the expected average losses above a given percentile, or a given VaR estimate at the given level of confidence. For example, if we know what the 99% VaR is, we still do not know what we can expect our losses to be if this VaR loss estimate were to be exceeded. Conditional VaR provides the answer to this question by providing an estimate of the average or expected losses beyond 99% mark. Therefore Choice 'c' is the correct answer and the other choices are mostly non-sensical.

NEW QUESTION # 41
If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?

• A. 39.35%
• B. 60.65%
• C. 59.05%
• D. 50.00%

Answer: B

Explanation:
A default hazard rate is the rate of default in a continuous time setting. This question is asking for probability of survival at the end of 5 years. The formula to calculate the probability of survival at the end of t years where the default hazard rate is#is e