Free PRMIA 8011 Exam Dumps Questions & Answers
| Exam Code/Number: | 8011Join the discussion |
| Exam Name: | Credit and Counterparty Manager (CCRM) Certificate Exam |
| Certification: | PRMIA |
| Free Question Number: | 330 |
| Publish Date: | Jul 06, 2026 |
| # of views: | 2798 |
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Changes in which of the following do not affect the expected default frequencies (EDF) under the KMV Moody's approach to credit risk?
Which of the following is not a consideration in determining the liquidity needs of a firm (as opposed to determining the time horizon for liquidity risk)?
Which of the following is a valid approach to determining the magnitude of a shock for a given risk factor as part of a historical stress testing exercise?
I. Determine the maximum peak-to-trough change in the risk factor over the defined period of the historical event II. Determine the minimum peak-to-trough change in the risk factor over the defined period of the historical event III. Determine the total change in the risk factor between the start date and the finish date of the event regardless of peaks and troughs in between IV. Determine the maximum single day change in the risk factor and multiply by the number of days covered by the stress event
Which of the following statements is true in relation to collateral management?
I. A collateral management system need not consider the failure by counterparties to returncollateral when due II. The extent to which counterparties may have rehypothecated collateral is not a consideration for a collateral management system III. Cash is an acceptable substitute for any type of collateral required to be posted IV. Haircuts do not apply to treasury issued instruments posted as collateral
Which of the following are valid approaches for extreme value analysis given a dataset:
I. The Block Maxima approach
II. Least squares approach
III. Maximum likelihood approach
IV. Peak-over-thresholds approach
| 8011 Dumps Other Version | QA's | Publish Date |
| PRMIA.8011.v2025-06-11.q151 | 151 | Jun 11, 2025 |