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:

1. Economic capital under the Earnings Volatility approach is calculated as:

A) [Expected earnings less Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm
B) Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm
C) Expected earnings/Required rate of return for the firm
D) Expected earnings/Specific risk premium for the firm

2. Which of the following statements are true in relation to the current state of the financial network?
I. Interconnectivity between countries has reduced while that between institutions in the same country has increased significantly II. The degrees of separation between institutions has gone up III. The average path length connecting any two given institutions has shrunk IV. Knife-edge dynamics imply that systemic risk arises from the financial system flipping from risk sharing to risk spreading

A) I and II
B) II and III
C) I and IV
D) III and IV

3. A bank prices retail credit loans based on median default rates. Over the long run, it can expect:

A) Overestimation of risk and overpricing, leading to loss of market share
B) Underestimation and therefore underpricing of risk in it retail portfolio
C) A reduction in the rate of defaults
D) Correct pricing of risk in the retail credit portfolio

4. Which of the following is not a measure of risk sensitivity of some kind?

A) PL01
B) CR01
C) Delta
D) Convexity

5. A derivative contract has a negative current replacement value. Which of the following statements is true about its loan equivalent value for credit risk calculations over a 2-year horizon?

A) The notional value of the derivatives contract should be used for loan equivalence calculations.
B) The current exposure can be used for loan equivalence calculations as that is an unbiased proxy for the future value.
C) Since the derivatives contract has a negative current replacement value, exposure will be zero.
D) The credit exposure will be a given quintile of the expected distribution of the value of the derivatives contract in the future.

Solutions: