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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. Which of the following are attributes of a robust stress testing programme at a bank?

A) Data of appropriate quality and granularity
B) Robust systems infrastructure
C) Written policies and procedures
D) All of the above

2. Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

A) Using Monte Carlo simulations
B) Using a proprietary database based on historical information
C) Using a normal distribution
D) Using migration matrices

3. What is the 1-day VaR at the 99% confidence interval for a cash flow of $10m due in 6 months time? The risk free interest rate is 5% per annum and its annual volatility is 15%. Assume a 250 day year.

A) 1744500
B) 109031
C) 5500
D) 85123

4. The systemic manifestation of the liquidity crisis during the current credit crisis took many forms. Which of the following is not one of those forms?

A) Drying up of liquidity in the corporate bond markets
B) Drying up of liquidity in the cash market for treasury bonds
C) Stress and large withdrawals from the money markets
D) Drying up of liquidity in the wholesale money markets

5. When performing portfolio stress tests using hypothetical scenarios, which of the following is not generally a challenge for the risk manager?

A) Considering back office capacity to deal with increased transaction volumes
B) Building a consistent set of hypothetical shocks to individual risk factors
C) Evaluating interrelationships between counterparties when considering liquidity risks
D) Building a positive semi-definite covariance matrix

Solutions: