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PRMIA 8008 Exam Syllabus Topics:

PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:

1. A Monte Carlo simulation based VaR can be effectively used in which of the following cases:

A) When returns data cannot be analytically modeled
B) All of the above
C) When returns are discontinuous or display large jumps
D) Where analytical methods are too complex to effectively use
E) D

2. Under the KMV Moody's approach to credit risk measurement, which of the following expressions describes the expected 'default point' value of assets at which the firm may be expected to default?

A) 2* Short term debt + Long term debt
B) Short term debt + 0.5* Long term debt
C) Short term debt + Long term debt
D) Long term debt + 0.5* Short term debt

3. When considering a request for a loan from a retail customer, which of the following factors is relevant for a bank to consider:

A) The contribution this new loan would bring to total portfolio risk
B) All of the above
C) The credit worthiness of the retail customer
D) The other retail loans in its portfolio

4. What is the combined VaR of two securities that are perfectly positively correlated.

A) Combined VaR cannot be derived using the available information.
B) The difference of the two VaRs.
C) The sum of the individual VaRs of the two securities.
D) The root of the sum of squares of the individual VaRs of the two securities.

5. Fill in the blank in the following sentence:
Principal component analysis (PCA) is a statistical tool to decompose a ____________ matrix into its principal components and is useful in risk management to reduce dimensions.

A) Volatility
B) Positive semi-definite
C) Covariance
D) Correlation

Solutions: