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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 performing portfolio stress tests using hypothetical scenarios, which of the following is not generally a challenge for the risk manager?

A) Building a consistent set of hypothetical shocks to individual risk factors
B) Considering back office capacity to deal with increased transaction volumes
C) Evaluating interrelationships between counterparties when considering liquidity risks
D) Building a positive semi-definite covariance matrix

2. 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) D
C) All of the above
D) When returns are discontinuous or display large jumps
E) Where analytical methods are too complex to effectively use

3. What is the 1-day VaR at the 99% confidence interval for a cash flow of $10m due in 6 months time? The risk free interest rate is 5% per annum and its annual volatility is 15%. Assume a 250 day year.

A) 109031
B) 85123
C) 5500
D) 1744500

4. Which loss event type is the failure to timely deliver collateral classified as under the Basel II framework?

A) Information security
B) Execution, Delivery & Process Management
C) Clients, products and business practices
D) External fraud

5. Which of the following statements are true in relation to Historical Simulation VaR?
I. Historical Simulation VaR assumes returns are normally distributed but have fat tails II. It uses full revaluation, as opposed to delta or delta-gamma approximations III. A correlation matrix is constructed using historical scenarios IV. It particularly suits new products that may not have a long time series of historical data available

A) A
B) All of the above
C) II
D) I and IV
E) II and III

Solutions: