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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. A long position in a credit sensitive bond can be synthetically replicated using:
A) a long position in a treasury bond and a long position in a CDS
B) a short position in a treasury bond and a long position in a CDS
C) a long position in a treasury bond and a short position in a CDS
D) a short position in a treasury bond and a short position in a CDS
2. Which of the following statements is true:
I. If the sum of its parameters is less than one, GARCH is a mean reverting model of volatility, while EWMA is never mean reverting II. Standardized returns under both EWMA and GARCH show less non-normality than non standardized returns III. Steady state variance under GARCH is affected only by the persistence coefficient IV. Good risk measures are always sub-additive
A) II, III and IV
B) I & II
C) I, II and III
D) I, II and IV
3. Which of the following belong in a credit risk report?
A) Exposures by industry
B) All of the above
C) Exposures by country
D) Largest exposures by counterparty
4. Which of the following objectives are targeted by rating agencies when assigning ratings:
I. Ratings accuracy
II. Ratings stability
III. High accuracy ratio (AR)
IV. Ranked ratings
A) I and II
B) I, II and III
C) II and III
D) III and IV
5. For a loan portfolio, unexpected losses are charged against:
A) Regulatory capital
B) Economic capital
C) Credit reserves
D) Economic credit capital
Solutions:
| Question # 1 Answer: C | Question # 2 Answer: D | Question # 3 Answer: B | Question # 4 Answer: A | Question # 5 Answer: D |
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