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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 credit risk models considers debt as including a put option on the firm's assets to assess credit risk?

A) The actuarial approach
B) The CreditMetrics approach
C) The contingent claims approach
D) CreditPortfolio View

2. Which of the following statements is a correct description of the phrase present value of a basis point?

A) It refers to the present value impact of 1 basis point move in an interest rate on a fixed income security
B) It refers to the discounted present value of 1/100th of 1% of a future cash flow
C) It is another name for duration
D) It is the principal component representation of the duration of a bond

3. Company A issues bonds with a face value of $100m, sold at $98. Bank B holds $10m in face of these bonds acquired at a price of $70. Company A then defaults, and the recovery rate is expected to be 30%. What is Bank B's loss?

A) $2.1m
B) $4.9m
C) $4m
D) $7m

4. Which of the following statements is true in respect of different approaches to calculating VaR?
I. Linear or parametric VaR does not take correlations into account
II. For large portfolios with little or no optionality or other non-linear attributes, parametric VaR is an efficient approach to calculating VaR III. For large portfolios with complex sources of risk and embedded optionalities, the full revaluation method of calculating VaR should be preferred IV. Delta normal local revaluation based VaR is suitable for fixed income and option portfolios only

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

5. What does a middle office do for a trading desk?

A) Transaction data entry
B) Reconciliations
C) Operations
D) Risk analysis

Solutions: