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

1. Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. How returns are calculated, eg absoluted returns, log returns or relative/percentage returns II. Whether VaR is calculated based on historical simulation, Monte Carlo, or is computed parametrically III. Whether binary/digital options are included in the portfolio positions IV. How volatility is estimated

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

2. If the 1-day VaR of a portfolio is $25m, what is the 10-day VaR for the portfolio?

A) $250m
B) $7.906m
$79.06m
C) Cannot be determined without the confidence level being specified

3. Which of the following assumptions underlie the 'square root of time' rule used for computing VaR estimates over different time horizons?
I. the portfolio is static from day to day
II. asset returns are independent and identically distributed (i.i.d.)
III. volatility is constant over time
IV. no serial correlation in the forward projection of volatility
V. negative serial correlations exist in the time series of returns
VI. returns data display volatility clustering

A) III, IV, V and VI
B) I, II, V and VI
C) I and II
D) I, II, III and IV

4. If the annual variance for a portfolio is 0.0256, what is the daily volatility assuming there are 250 days in a year.

A) 0.0016
B) 0.0101
C) 0.4048
D) 0.0006

5. A zero coupon corporate bond maturing in an year has a probability of default of 5% and yields12%. The recovery rate is zero. What is the risk free rate?

A) 6.40%
B) 5.00%
C) 7.00%
D) 5.26%

Solutions: