PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition : 8008

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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:

Question #1

For an option position with a delta of 0.3, calculate VaR if the VaR of the underlying is $100.

A. 100
B. 130
C. 30
D. 33.33

Question #2

A bank evaluates the impact of large and severe changes in certain risk factors on its risk using a quantitative valuation model. Which of the following best describes this exercise?

A. Simulation
B. Scenario analysis
C. Stress testing
D. Sensitivity analysis

Question #3

If EV be the expected value of a firm's assets in a year, and DP be the 'default point' per the KMV approach to credit risk, and be the standard deviation of future asset returns, then the distance-to-default is given by:
A)

B)

C)

D)

A. Option D
B. Option B
C. Option C
D. Option A

Question #4

Which of the following statements are correct in relation to the financial system just prior to the current financial crisis:
I. The system was robust against small random shocks, but not against large scale disturbances to key hubs in the network II. Financial innovation helped reduce the complexity of the financial network III. Knightian uncertainty refers to risk that can be quantified and measured IV. Feedback effects under stress accentuated liquidity problems

A. I and IV
B. II and III
C. I, II and IV
D. III and IV

Question #5

Which of the following formulae describes CVA (Credit Valuation Adjustment)? All acronyms have their usual meanings (LGD=Loss Given Default, ENE=Expected Negative Exposure, EE=Expected Exposure, PD=Probability of Default, EPE=Expected Positive Exposure, PFE=Potential Future Exposure)

A. LGD * PFE * PD
B. LGD * EE * PD
C. LGD * EPE * PD
D. LGD * ENE * PD

Solutions: