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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. Which of the following losses can be attributed to credit risk:
I. Losses in a bond's value from a credit downgrade
II. Losses in a bond's value from an increase in bond yields
III. Losses arising from a bond issuer's default
IV. Losses from an increase in corporate bond spreads

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

2. Economic capital under the Earnings Volatility approach is calculated as:

A) [Expected earnings less Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm
B) Expected earnings/Required rate of return for the firm
C) Expected earnings/Specific risk premium for the firm
D) Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm

3. The 10-day VaR of a diversified portfolio is $100m. What is the 20-day VaR of the same portfolio assuming the market shows a trend and the autocorrelation between consecutive periods is 0.2?

A) 154.92
B) 200
C) 141.42
D) 100

4. Which of the following is additive, ie equal to the sum of its components

A) Component VaR
B) Conditional VaR
C) Incremental VaR
D) Specific VaR

5. There are two bonds in a portfolio, each with a market value of $50m. The probability of default of the two bonds over a one year horizon are 0.03 and 0.08 respectively. If the default correlation is zero, what is the one year expected loss on this portfolio?

A) $11m
B) $1.38m
C) $5.26m
D) $5.5m

Solutions: