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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Credit Risk | - Credit Risk Analysis and Measurement - Credit Risk Mitigation and Management |
| Market Risk | - Market Risk Models and VAR - Market Risk Measurement Techniques |
| Counterparty Risk | - Counterparty Exposure and Collateral Management - Pre-Settlement and Settlement Risk |
| Asset-Liability Management (ALM) | - Interest Rate Risk in the Banking Book - Liquidity and Funding Risk Management |
| Operational Risk | - Operational Risk Identification and Assessment - Operational Risk Measurement and Controls |
| Funds Transfer Pricing (FTP) | - FTP Implementation and Governance - FTP Framework and Methodologies |
| Risk Management Frameworks | - Enterprise Risk Management Principles - Governance and Risk Culture |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
Which of the following is a most complete measure of the liquidity gap facing a firm?
- A. Liquidity at Risk
- B. Residual liquidity gap
- C. Cumulative liquidity gap
- D. Marginal liquidity gap
Explanation: Only visible for TestPassed members. You can sign-up / login (it's free).
Which of the following statements are true:
I. It is usual to set a very high confidence level when estimating VaR for capital requirements.
II. For model validation, very high VaR confidence levels are used to minimize excess losses.
III. For limit setting for managing day to day positions, it is usual to set VaR confidence levels that are neither too low to be exceeded too often, nor too high as to be never exceeded.
IV. The Basel accord requirements for market risk capital require the use of a time horizon of 1 year.
- A. II and III
- B. III and IV
- C. I and IV
- D. I and III
Explanation: Only visible for TestPassed members. You can sign-up / login (it's free).
The standard error of a Monte Carlo simulation is:
- A. The same as that for a lognormal distribution
- B. Proportional to the inverse of the square root of the sample size
- C. C
- D. Zero
- E. None of the above
Explanation: Only visible for TestPassed members. You can sign-up / login (it's free).
Which of the following statements is true:
I. Expected credit losses are charged to the unit's P&L while unexpected losses hit risk capital reserves.
II. Credit portfolio loss distributions are symmetrical
III. For a bank holding $10m in face of a defaulted debt that it acquired for $2m, the bank's legal claim in the bankruptcy court will be $10m.
IV. The legal claim in bankruptcy court for an over the counter derivatives contract will be the notional value of the contract.
- A. I, II and IV
- B. III and IV
- C. I and III
- D. II and IV
Explanation: Only visible for TestPassed members. You can sign-up / login (it's free).
Which of the following best describes Altman's Z-score
- A. A standardized z based upon the normal distribution
- B. A numerical computation based upon accounting ratios
- C. A regression of probability of survival against a given set of factors
- D. A calculation of default probabilities
Explanation: Only visible for TestPassed members. You can sign-up / login (it's free).
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