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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 valid techniques used when performing stress testing based on hypothetical test scenarios:
I. Modifying the covariance matrix by changing asset correlations
II. Specifying hypothetical shocks
III. Sensitivity analysis based on changes in selected risk factors
IV. Evaluating systemic liquidity risks

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

2. A long position in a credit sensitive bond can be synthetically replicated using:

A) a short position in a treasury bond and a short position in a CDS
B) a long 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 long position in a CDS

3. The unexpected loss for a credit portfolio at a given VaR estimate is defined as:

A) Actual Loss - VaR
B) Actual Loss - Expected Loss
C) VaR - Expected Loss
D) max(Actual Loss - Expected Loss, 0)

4. Which of the following steps are required for computing the aggregate distribution for a UoM for operational risk once loss frequency and severity curves have been estimated:
I. Simulate number of losses based on the frequency distribution
II. Simulate the dollar value of the losses from the severity distribution III. Simulate random number from the copula used to model dependence between the UoMs IV. Compute dependent losses from aggregate distribution curves

A) None of the above
B) I and II
C) All of the above
D) III and IV

5. When compared to a low severity high frequency risk, the operational risk capital requirement for a medium severity medium frequency risk is likely to be:

A) Unaffected by differences in frequency or severity
B) Zero
C) Lower
D) Higher

Solutions: