Question 1
Under Basel II, which approach allows banks to use their own estimates of PD, LGD, and EAD?
Correct Answer:
Advanced IRB approach
Question 2
What is the minimum Tier 1 capital ratio required under Basel III?
Correct Answer:
6%
Question 3
Under the Basel Standardized Approach for credit risk, what risk weight is applied to claims on sovereigns rated AA− to AA+?
Correct Answer:
0%
Question 4
What does the Basel III leverage ratio measure?
Correct Answer:
Tier 1 capital as a percentage of total exposure (non-risk-based)
Question 5
Which Basel III buffer requires banks to build capital during good times to draw on during stress?
Correct Answer:
Countercyclical capital buffer
Question 1
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About this Exam

Prepare with the PRMIA Credit and Counterparty Risk Manager (CCRM) Certificate practice quiz. This question bank includes 60 questions covering credit, risk, basel, default, and portfolio. Use it to review important concepts, identify knowledge gaps, and build confidence for the related exam, course, or assessment.

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PRMIA Credit and Counterparty Risk Manager (CCRM) Certificate

This practice set contains 60 questions from the matching question bank and focuses on credit, risk, basel, default, and portfolio. Work through each question carefully, review the provided solutions, and revisit topics that need more study before your next attempt.

This is an independent study resource intended for practice and review; it is not an official examination or an endorsement by any organization named in the title.

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