PRMIA 8008 : PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition

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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 true:
I. Monte Carlo estimates of VaR can be expected to be identical or very close to those obtained using analytical methods if both are based on the same parameters.
II. Non-normality of returns does not pose a problem if we use Monte Carlo simulations based upon parameters and a distribution assumed to be normal.
III. Historical VaR estimates do not require any distribution assumptions.
IV. Historical simulations by definition limit VaR estimation only to the range of possibilities that have already occurred.

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

2. Which of the following statements are true:
I. Top down approaches help focus management attention on the frequency and severity of loss events, while bottom up approaches do not.
II. Top down approaches rely upon high level data while bottom up approaches need firm specific risk data to estimate risk.
III. Scenario analysis can help capture both qualitative and quantitative dimensions of operational risk.

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

3. A stock's volatility under EWMA is estimated at 3.5% on a day its price is $10. The next day, the price moves to $11. What is the EWMA estimate of the volatility the next day? Assume the persistence parameter = 0.93.

A) 0.0429
B) 0.0224
C) 0.0018
D) 0.0421

4. Which of the following is the most accurate description of EPE (Expected Positive Exposure):

A) Weighted average of the future positive expected exposure across a time horizon.
B) The average of the distribution of positive exposures at a specified future date
C) The maximum average credit exposure over a period of time
D) The price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date

5. Which of the following are considered properties of a 'coherent' risk measure:
I. Monotonicity
II. Homogeneity
III. Translation Invariance
IV. Sub-additivity

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

Solutions: