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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. 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) Drying up of liquidity in the wholesale money markets
D) Stress and large withdrawals from the money markets

2. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

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

3. If the 99% VaR of a portfolio is $82,000, what is the value of a single standard deviation move in the portfolio?

A) 35248
B) 50000
C) 134480
D) 82000

4. Which of the following statements is true:
I. Recovery rate assumptions can be easily made fairly accurately given past data available from credit rating agencies.
II. Recovery rate assumptions are difficult to make given the effect of the business cycle, nature of the industry and multiple other factors difficult to model.
III. The standard deviation of observed recovery rates is generally very high, making any estimate likely to differ significantly from realized recovery rates.
IV. Estimation errors for recovery rates are not a concern as they are not directionally biased and will cancel each other out over time.

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

5. Which of the following data sources are expected to influence operational risk capital under the AMA:
I. Internal Loss Data (ILD)
II. External Loss Data (ELD)
III. Scenario Data (SD)
IV. Business Environment and Internal Control Factors (BEICF)

A) I, II and III only
B) I and II
C) All of the above
D) III only

Solutions: