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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. If the returns of an asset display a strong tendency for mean reversion, what is the relationship between annualized volatility calculated based on daily versus weekly volatilities (using the square root of time rule)?

A) Daily and weekly volatilities will be the same
B) Either daily or weekly volatility will be greater, depending upon how the week went
C) Weekly volatility will be greater than daily volatility
D) Daily volatility will be greater than weekly volatility

2. Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

A) Using a proprietary database based on historical information
B) Using a normal distribution
C) Using migration matrices
D) Using Monte Carlo simulations

3. Pick underlying risk factors for a position in an equity index option:
I. Spot value for the index
II. Risk free interest rate
III. Volatility of the underlying
IV. Strike price for the option

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

4. For the purposes of calculating VaR, an FRA can be modeled as a combination of:

A) a zero coupon bond and a floating rate note
B) a zero coupon bond and an interest rate swap
C) two zero coupon bonds
D) a fixed rate bond and a zero coupon bond

5. Which of the following statements are true:
I. Shocks to risk factors should be relative rather than absolute if we wish to avoid a change in the sign of the risk factor.
II. Interest rate shocks are generally modeled as absolute shocks.
III. Shocks to volatility are generally modeled as absolute shocks.
IV. Shocks to market spreads are generally modeled as relative shocks.

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

Solutions: