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. When estimating the risk of a portfolio of equities using the portfolio's beta, which of the following is NOT true:

A) use of the beta assumes that the portfolio is diversified enough so that the specific risks of the individual stocks offset each other
B) relies upon the single factor CAPM model
C) explicitly considers specific risk inherent in the portfolio for risk calculations
D) using the beta significantly eases the computational burden of calculating risk

2. A Monte Carlo simulation based VaR can be effectively used in which of the following cases:

A) All of the above
B) When returns data cannot be analytically modeled
C) When returns are discontinuous or display large jumps
D) Where analytical methods are too complex to effectively use
E) D

3. The CDS rate on a defaultable bond is approximated by which of the following expressions:

A) Hazard rate x Recovery rate
B) Loss given default x Default hazard rate
C) Hazard rate / (1 - Recovery rate)
D) Credit spread x Loss given default

4. The returns for a stock have a monthly volatilty of 5%. Calculate the volatility of the stock over a two month period, assuming returns between months have an autocorrelation of 0.3.

A) 5%
B) 7.071%
C) 10%
D) 8.062%

5. The minimum 'multiplication factor' to be applied to VaR calculations for calculating the capital requirements for the trading book per Basel II is equal to:

A) 1
B) 2
C) 4
D) 3

Solutions: