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Instant Download PRMIA : 8011 Questions & Answers as PDF & Test Engine

8011
  • Exam Code: 8011
  • Exam Name: Credit and Counterparty Manager (CCRM) Certificate Exam
  • Updated: Aug 01, 2026
  • No. of Questions: 330 Questions and Answers
  • Download Limit: Unlimited
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The Credit and Counterparty Manager (CCRM) Certificate Exam certification program aims to provide a structured approach to the credit risk management process, including the assessment of creditworthiness, the analysis of credit risk metrics, and the implementation of appropriate risk mitigation strategies. The program also covers counterparty risk management, which involves evaluating the risk associated with counterparties that have contractual obligations with a financial institution. Credit and Counterparty Manager (CCRM) Certificate Exam certification program is highly reputable in the finance sector and is recognized globally, making it highly sought-after by professionals who want to excel in their career.

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PRMIA, or the Professional Risk Managers' International Association, is a global organization dedicated to advancing the risk management profession through education, networking, and advocacy. One of the key offerings of PRMIA is its certification program, which includes the Credit and Counterparty Manager (CCRM) Certificate. The CCRM is a comprehensive exam that tests candidates' knowledge of credit risk and counterparty risk management.

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PRMIA 8011 Exam Syllabus Topics:

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

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