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

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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

The largest 10 losses over a 250 day observation period are as follows. Calculate the expected shortfall at a
98% confidence level:
20m
19m
19m
17m
16m
13m
11m
10m
9m
9m

A. 16
B. 14.3
C. 19.5
D. 18.2

Question 2

Which of the following statements is true:
I. Basel II requires banks to conduct stress testing in respect of their credit exposures in addition to stress testing for market risk exposures II. Basel II requires pooled probabilities of default (and not individual PDs for each exposure) to be used for credit risk capital calculations

A. I & II
B. Neither statement is true
C. II
D. I

Question 3

An assumption of normality when returns data have fat tails leads to:
I. underestimation of VaR at high confidence levels
II. overestimation of VaR at low confidence levels
III. overestimation of VaR at high confidence levels
IV. underestimation of VaR at low confidence levels

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

Question 4

Which of the following statements are true ?
I. Risk governance structures distribute rights and responsibilities among stakeholders in the corporation II. Cybernetics is the multidisciplinary study of cyber risk and control systems underlying information systems in an organization III. Corporate governance is a subset of the larger subject of risk governance IV. The Cadbury report was issued in the early 90s and was one of the early frameworks for corporate governance

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

Question 5

If A and B be two debt securities, which of the following is true?

A. The probability of simultaneous default of A and B is greatest when their default correlation is 0
B. The probability of simultaneous default of A and B is not dependent upon their default correlations, but on their marginal probabilities of default
C. The probability of simultaneous default of A and B is greatest when their default correlation is negative
D. The probability of simultaneous default of A and B is greatest when their default correlation is +1

Solutions: