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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. A statement in the annual report of a bank states that the 10-day VaR at the 95% level of confidence at the end of the year is $253m. Which of the following is true:
I. The maximum loss that the bank is exposed to over a 10-day period is $253m.
II. There is a 5% probability that the bank's losses will not exceed $253m III. The maximum loss in value that is expected to be equaled or exceeded only 5% of the time is $253m IV. The bank's regulatory capital assets are equal to $253m

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

2. Which of the following correctly describes a reverse stress test:

A) Stress tests that are prescribed and conducted by a regulator in addition to the tests done by a bank
B) A stress test that considers only qualitative factors that go beyond mathematical modeling to examine feedback loops and the effect of macro-economic fundamentals
C) A stress test that requires a role reversal between risk managers and the risk taking business units in order to determine credible scenarios
D) Stress tests that start from a known stress test outcome and then ask what events could lead to such an outcome for the bank

3. Which of the following is not a consideration in determining the liquidity needs of a firm (as opposed to determining the time horizon for liquidity risk)?

A) Speed with which new equity can be issued to the owners
B) Off balance sheet items
C) Collateral
D) The firm's business model

4. The sum of the stand alone economic capital of all the business units of a bank is:

A) less than the economic capital for the firm as a whole
B) more than the economic capital for the firm as a whole
C) unrelated to the economic capital for the firm as a whole
D) equal to the economic capital for the firm as a whole

5. A risk analyst analyzing the positions for a proprietary trading desk determines that the combined annual variance of the desk's positions is 0.16. The value of the portfolio is $240m. What is the 10-day stand alone VaR in dollars for the desk at a confidence level of 95%? Assume 250 trading days in a year.

A) 157440000
B) 31488000
C) 6297600
D) 12595200

Solutions: