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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. As part of designing a reverse stress test, at what point should a bank's business plan be considered unviable (ie the point where it can be considered to have failed)?

A) Where large known losses have been incurred on the bank's positions
B) Where EBITDA for the year is forecast to be negative
C) When the realization of risks leads market participants to lose confidence in the bank as a counterparty or a business worthy of funding
D) When the regulatory capital of the bank has been exhausted

2. The EWMA and GARCH approaches to volatility clustering can be applied to VaR calculations using:

A) all of the above
B) Monte Carlo simulations
C) historical simulations
D) analytical VaR

3. Which of the following credit risk models considers debt as including a put option on the firm's assets to assess credit risk?

A) The actuarial approach
B) The contingent claims approach
C) CreditPortfolio View
D) The CreditMetrics approach

4. The sum of the stand alone economic capital of all the business units of a bank is:

A) equal to the economic capital for the firm as a whole
B) more than the economic capital for the firm as a whole
C) less than the economic capital for the firm as a whole
D) unrelated to the economic capital for the firm as a whole

5. Between two options positions with the same delta and based upon the same underlying, which would have a smaller VaR?

A) the position with a higher gamma
B) both positions would have an identical VaR
C) the position with a higher theta
D) the position with a lower gamma

Solutions: