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Free CCRA-L2 Exam Braindumps (page: 4)

Page 3 of 22
PDF with 84 Questions

Scott is a credit analyst with one of the credit rating agencies in Indi

  1. He was looking in Oil and Gas Industry companies and has presented brief financials for following 4 entities:



    From the data given below, calculate the standard deviation of the credit portfolio assuming that facility's exposure is known with certainty, customer defaults and LGDs are independent of one another and LGDs are independent across borrower(s).
    Credit Facility A ­ Loss Equivalent Exposure of $60m, expected Default frequency of 1.5%, loss given default of 30%, Std Deviation of LGD ­ 5% and Correlation to portfolio ­ 0.10 Credit Facility B ­ Loss Equivalent Exposure of $25m, expected Default frequency of 2%, loss given default of 12%, Std Deviation of LGD ­ 12% and Correlation to portfolio ­ 0.45 Credit Facility C ­ Loss Equivalent Exposure of $15m, expected Default frequency of 5%, loss given default of 85%, Std Deviation of LGD ­ 18% and Correlation to portfolio ­ 0.22
  2. US$6.88 million
  3. US$ 1.16 million
  4. US$ 1.66 million
  5. US$ 0.10 million

Answer(s): B



Scott is a credit analyst with one of the credit rating agencies in Indi

  1. He was looking in Oil and Gas Industry companies and has presented brief financials for following 4 entities:



    Which of the following statements is incorrect?
  2. B Ltd has higher EBITDA margins as compared to C Ltd.
  3. D Ltd has higher EBITDA margins as competed to B Ltd.
  4. C Ltd has worst total debt to EBITDA ratio.
  5. B Ltd has worst interest coverage ratio.

Answer(s): A



Following is information related banks:
Auckland Ltd is a public sector bank operating with about 120 branches across Indi

  1. The bank has been in business since 1971 and has about 40% branches in rural areas and about 75% of all branches are in
    Western India. On the basis of the size, Auckland Ltd will be ranked at number 31 amongst 40 banks in India.
    Although top management has appointment period of 5 years, generally they retire on ach sieving age of 60 years with an average tenure of only 2 years at the top job.
    Profit and Loss Account



    Balance Sheet





    The rating wise break-up of assets for FY11 is as follows:



    The core spreads for FY13 as compared to FY12 have:
  2. Expanded by 136 bps
  3. Contracted by 327 bps
  4. Contracted by 136 bps
  5. Expanded by 191 bps

Answer(s): C



Following is information related banks:
Auckland Ltd is a public sector bank operating with about 120 branches across Indi

  1. The bank has been in business since 1971 and has about 40% branches in rural areas and about 75% of all branches are in
    Western India. On the basis of the size, Auckland Ltd will be ranked at number 31 amongst 40 banks in India.
    Although top management has appointment period of 5 years, generally they retire on ach sieving age of 60 years with an average tenure of only 2 years at the top job.
    Profit and Loss Account



    Balance Sheet





    The rating wise break-up of assets for FY11 is as follows:



    The ROTA for Auckland deteriorated from ___in FY12 to___ in FY13.
  2. 0,.7%, 0,3%
  3. 7%; 2%
  4. 2.3%; 0.7%
  5. 1.9%; 0.6%

Answer(s): C






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