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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. When combining separate bottom up estimates of market, credit and operational risk measures, a most conservative economic capital estimate results from which of the following assumptions:

A) Assuming that market, credit and operational risk estimates are uncorrelated
B) Assuming that market, credit and operational risk estimates are perfectly positively correlated
C) Assuming that market, credit and operational risk estimates are perfectly negatively correlated
D) Assuming that the resulting distributions have a correlation between 0 and 1

2. Which of the following risks were not covered in detail in most stress tests prior to the current crisis:
I. The behavior of complex structured products under stressed liquidity conditions II. Pipeline or securitization risk III. Basis risk in relation to hedging strategies IV. Counterparty credit risk
V. Contingent risks
VI. Funding liquidity risk

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

3. Which of the following is the most important problem to solve for fitting a severity distribution for operational risk capital:

A) The fit obtained should reduce the combination of the fitting and approximation errors to a minimum
B) Determine plausible scenarios to fill the data gaps in the internal and external loss data
C) The risk functional's minimization should lead to a good estimate of the 0.999 quantile
D) Empirical loss data needs to be extended to the ranges below the reporting threshold and above large value losses

4. Under the standardized approach to calculating operational risk capital under Basel II, negative regulatory capital charges for any of the business units:

A) Should be included after ignoring the negative sign
B) Should be excluded from capital calculations
C) Should be ignored completely
D) Should be offset against positive capital charges from other business units

5. For the purposes of calculating VaR, an interest rate swap can be modeled as a combination of:

A) a fixed rate bond and a zero coupon bond
B) a fixed coupon bond and a floating rate note
C) two zero coupon bonds
D) a zero coupon bond and an interest rate swap

Solutions: