值得信賴的8011測試題庫和資格考試中的領先供應商和最新更新8011：Credit and Counterparty Manager (CCRM) Certificate Exam

如果你想選擇通過 PRMIA 8011 認證考試來使自己在如今競爭激烈的IT行業中地位更穩固，讓自己的IT職業能力變得更強大，你必須得具有很強的專業知識。而且通過 PRMIA 8011 認證考試也不是很簡單的。或許通過PRMIA 8011認證考試是你向IT行業推廣自己的一個敲門磚，但是不一定需要花費大量的時間和精力來復習相關知識，你可以選擇用我們的 Testpdf的產品，是專門針對IT認證考試相關的培訓工具。

PRMIA 8011 CCRM 認證考試是一個嚴格的測試，測試候選人在信用風險和交易對手風險管理方面的知識和技能。該考試旨在測試候選人分析信用風險的能力，了解量化模型，評估交易對手風險。它還評估候選人識別風險因素和設計減輕風險策略的能力。

>> 8011測試題庫 <<

8011測試題庫和資格考試中的領導者和8011熱門認證

也許你在其他相關網站上也看到了與 PRMIA 8011 認證考試相關的相關培訓工具，但是我們的 Testpdf在IT 認證考試領域有著舉足輕重的地位。Testpdf研究的材料可以保證你100%通過考試。有了Testpdf你的職業生涯將有所改變，你可以順利地在IT行業中推廣自己。當你選擇了Testpdf你就會真正知道你已經為通過PRMIA 8011認證考試做好了準備。我們不僅能幫你順利地通過考試還會為你提供一年的免費服務。

PRMIA 8011：信貸和對手風險經理（CCRM）認證對個人和組織都有價值。它可以幫助個人增強他們的知識、技能和聲譽，而組織也可以從擁有認證的員工中受益，這些員工可以更有效地幫助管理信貸和對手風險。總之，對於任何希望在金融行業中發展職業生涯的人來說，CCRM認證已成為一個重要的資產。

最新的 PRMIA Certification 8011 免費考試真題 (Q86-Q91):

問題 #86
The principle underlying the contingent claims approach to measuring credit risk equates the cost of eliminating credit risk for a firm to be equal to:

A. the value of a put on the firm's assets with a strike equal to the value of the debt
B. the market valuation of the firm's equity less the value of its liabilities
C. the cost of a call on the firm's assets with a strike equal to the value of the debt
D. the probability of the firm's assets falling below the critical value for default

答案：A

解題說明：
Under the contingent claims approach, a firm will default on its debt when the value of its assets fall to less than the face value of the debt. Debt holders can protect themselves against such an event by buying a put on the assets of the firm, where the strike price is equal to the value of the debt. In other words, Risky Debt + Put on the firm's assets = Risk free debt. This is because if the value of the assets is greater than the value of the debt, they will be paid in full. If the value of the assets is lower than the value of the debt, they will exercise the put and be paid in full.
Therefore the value of the put on the firm's assets with a strike equal to the value of the debt represents the cost of eliminating credit risk. Choice 'b' is the correct answer.
Note that it is improbable that a put on the firm's assets is available in real life to debt holders. However, the same effect can be synthetically achieved by using the shares of the firm as a proxy for its assets, and shorting an appropriate number of shares. Such a synthetic put will require frequent readjustments.

問題 #87
What is the risk horizon period used for credit risk as generally used for economic capital calculations and as required by regulation?

A. 10 days
B. 10 years
C. 1-day
D. 1 year

答案：D

解題說明：
The credit risk horizon for credit VaR is generally one year. Therefore Choice 'b' is the correct answer.

問題 #88
A risk analyst attempting to model the tail of a loss distribution using EVT divides the available dataset into blocks of data, and picks the maximum of each block as a data point to consider.
Which approach is the risk analyst using?

A. Expected loss approach
B. Fourier transformation
C. Block Maxima approach
D. Peak-over-thresholds approach

答案：C

解題說明：
The risk analyst is using the block maxima approach. The data points that result will then be used to fit a GEV distribution.
Expected shortfall refers to the expected losses beyond a specified threshold. The peaks-over-threshold approach is an alternative approach to the block maxima approach, and involves considering exceedances above a threshold. Fourier transformation is not relevant in this context, and is a non-sensical option.

問題 #89
Which of the following risks and reasons justify the use of scenario analysis in operational risk modeling:
I). Risks for which no internal loss data is available
II). Risks that are foreseeable but have no precedent, internally or externally
III). Risks for which objective assessments can be made by experts
IV). Risks that are known to exist, but for which no reliable external or internal losses can be analyzed
V). Reducing the complexity of having to fit statistical models to internal and external loss data
VI). Managing the capital estimation process as to produce estimates in line with management's desired capital buffers.

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

答案：B

解題說明：
All the reasons and risks presented above are valid reasons for using scenario analysis, except V and VI - ie, the need to reduce the complexity of calculations is not a valid reason for using scenarioanalysis. Similarly, making operational risk capital estimates match management's desired capital allocation targets is also not a valid reason. Capital calculations are intended to provide adequate capital for managing the risk from operations, regardless of what management may desire them to be.

問題 #90
The largest 10 losses over a 250 day observation period are as follows. Calculate the expected shortfall at a
98% confidence level:
20m
19m
19m
17m
16m
13m
11m
10m
9m
9m

A. 0
B. 18.2
C. 14.3
D. 19.5

答案：B

解題說明：
For a dataset with 250 observations, the top 2% of the losses will be the top 5 observations. Expected shortfall is the average of the losses beyond the VaR threshold. Therefore the correct answer is (20 + 19 + 19 + 17 +
16)/5 = 18.2m .
Note that Expected Shortfall is also called conditional VaR (cVaR), Expected Tail Loss and Tail average.

問題 #91
......

8011熱門認證: https://www.testpdf.net/8011.html

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PRMIA Certification则是行业领先的证书，可以启动和发展您的IT职业，關於8011認證考試的相關資料，有很多網站都可以提供，這是在很多人身上都出現過的一個現象。

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值得信賴的8011測試題庫和資格考試中的領先供應商和最新更新8011：Credit and Counterparty Manager (CCRM) Certificate Exam

8011測試題庫和資格考試中的領導者和8011熱門認證

最新的 PRMIA Certification 8011 免費考試真題 (Q86-Q91):

最好的8011測試題庫 & 可靠的8011熱門認證

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