Credit and Counterparty Manager (CCRM) Certificate Exam: 8011 Exam


"Credit and Counterparty Manager (CCRM) Certificate Exam", also known as 8011 exam, is a PRMIA Certification. With the complete collection of questions and answers, PrepAwayTest has assembled to take you through 330 Q&As to your 8011 Exam preparation. In the 8011 exam resources, you will cover every field and category in PRMIA Certification Certification helping to ready you for your successful PRMIA Certification.

  • Exam Code: 8011
  • Exam Name: Credit and Counterparty Manager (CCRM) Certificate Exam
  • Total Questions: 330

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PRMIA 8011: Credit and Counterparty Manager (CCRM) Certificate is a globally recognized certification program for individuals working in the credit and counterparty risk management field. The CCRM certification program is designed to equip professionals with the knowledge and skills required to effectively manage credit and counterparty risk in financial institutions. The PRMIA 8011 exam is the final step in obtaining the CCRM certification.

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PRMIA 8011 certification exam is ideal for professionals who are looking to enhance their skills and knowledge in credit and counterparty risk management. It is also suitable for individuals who are looking to advance their careers in the banking and finance industry. Credit and Counterparty Manager (CCRM) Certificate Exam certification exam is recognized globally and is a valuable asset for professionals who want to demonstrate their expertise in credit and counterparty risk management.

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PRMIA 8011 Exam Syllabus Topics:

SectionObjectives
Topic 1: Credit Derivatives and Securitization- Credit derivatives
  • 1. Credit default swaps
  • 2. Total return swaps
- Securitization structures
  • 1. Asset-backed securities
  • 2. Collateralized debt obligations
Topic 2: Counterparty Risk- Risk mitigation
  • 1. Netting
  • 2. Collateral management
- Counterparty exposure
  • 1. Current exposure
  • 2. Potential future exposure
Topic 3: Standardized Approach for Counterparty Credit Risk- SA-CCR framework
  • 1. Potential future exposure calculation
  • 2. Replacement cost
- Regulatory capital treatment
  • 1. Basel framework application
  • 2. Exposure measurement
Topic 4: Classic Credit Products and Lifecycle- Credit lifecycle management
  • 1. Origination
  • 2. Monitoring
  • 3. Workout and recovery
- Traditional credit products
  • 1. Corporate lending
  • 2. Retail lending
  • 3. ESG and green lending products
Topic 5: Credit Portfolio Management- Portfolio monitoring
  • 1. Concentration risk
  • 2. Diversification
- Risk-adjusted performance
  • 1. Economic capital
  • 2. RAROC
Topic 6: Modern Credit Risk Modeling- Portfolio risk models
  • 1. Value at Risk models
  • 2. Stress testing
- PD/LGD modeling
  • 1. Loss given default
  • 2. Probability of default
  • 3. Exposure at default
Topic 7: CVA and DVA- Debit valuation adjustment
  • 1. DVA calculation
  • 2. Accounting treatment
- Credit valuation adjustment
  • 1. CVA measurement
  • 2. CVA interpretation
Topic 8: Management of CVA and DVA- CVA management techniques
  • 1. Hedging strategies
  • 2. Risk mitigation frameworks
- Operational implementation
  • 1. Regulatory considerations
  • 2. Pricing adjustments
Topic 9: Classic Credit Risk Methodology- Risk management practices
  • 1. Risk rating systems
  • 2. Credit approval processes
- Traditional credit analysis
  • 1. Credit assessment frameworks
  • 2. Financial statement analysis

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