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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 statements is true in respect of a non financial manufacturing firm?
I. Market risk is not relevant to the manufacturing firm as it does not take proprietary positions II. The firm faces market risks as an externality which it must bear and has no control over III. Market risks can make a comparative assessment of profitability over time difficult IV. Market risks for a manufacturing firm are not directionally biased and do not increase the overall risk of the firm as they net to zero over a long term time horizon

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

2. Which of the following statements is true in relation to collateral management?
I. A collateral management system need not consider the failure by counterparties to return collateral when due II. The extent to which counterparties may have rehypothecated collateral is not a consideration for a collateral management system III. Cash is an acceptable substitute for any type of collateral required to be posted IV. Haircuts do not apply to treasury issued instruments posted as collateral

A) I, II, III and IV
B) None of the statements is true
C) II and III
D) I, II and III

3. An asset has a volatility of 10% per year. An investment manager chooses to hedge it with another asset that has a volatility of 9% per year and a correlation of 0.9. Calculate the hedge ratio.

A) 1
B) 0.81
C) 1.2345
D) 0.9

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

5. Which of the following statements is true in relation to the Supervisory Capital Assessment Program (SCAP):
I. The SCAP is an annual exercise conducted by the Treasury Department to determine the health of key financial institutions in the US economy II. The SCAP was essentially a stress test where the stress scenarios were specified by the regulators III. Capital buffers calculated under the SCAP represented the amount of capital that the institutions covered by SCAP held in excess of Basel II requirements IV. The SCAP focused on both total Tier 1 capital as well as Tier 1 common capital

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

Solutions: