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

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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:

Question 1

For a FX forward contract, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A. Roughly three-quarters of the way towards maturity
B. Indeterminate from the given information
C. Right after inception
D. At maturity

Question 2

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. equal to the economic capital for the firm as a whole
C. more than the economic capital for the firm as a whole
D. unrelated to the economic capital for the firm as a whole

Question 3

The 99% 10-day VaR for a bank is $200mm. The average VaR for the past 60 days is $250mm, and the bank specific regulatory multiplier is 3. What is the bank's basic VaR based market risk capital charge?

A. $750mm
B. $200mm
C. $250mm
D. $600mm

Question 4

If F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:

A. F > V
B. F - E < V
C. V < E
D. F < V

Question 5

Which of the following credit risk models includes a consideration of macro economic variables such as unemployment, balance of payments etc to assess credit risk?

A. KMV's EDF based approach
B. The actuarial approach
C. CreditPortfolio View
D. The CreditMetrics approach

Solutions: