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

1. Who has the ultimate responsibility for the overall stress testing programme of an institution?

A) The Risk Committee
B) The Board
C) Business Unit leaders
D) Senior Management

2. Loss provisioning is intended to cover:

A) Both expected and unexpected losses
B) Unexpected losses
C) Losses in excess of unexpected losses
D) Expected losses

3. Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. How returns are calculated, eg absoluted returns, log returns or relative/percentage returns II. Whether VaR is calculated based on historical simulation, Monte Carlo, or is computed parametrically III. Whether binary/digital options are included in the portfolio positions IV. How volatility is estimated

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

4. If the systematic VaR for an equity portfolio is $100 and the specific VaR is $80, then which of the following is true in relation to the total VaR:

A) Total VaR is $20
B) Total VaR is greater than $180
C) Total VaR is less than $180
D) Total VaR is $180

5. 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 C
B) Option B
C) Option D
D) Option A

Solutions: