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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 statements is true
I. If no loss data is available, good quality scenarios can be used to model operational risk II. Scenario data can be mixed with observed loss data for modeling severity and frequency estimates III. Severity estimates should not be created by fitting models to scenario generated loss data points alone IV. Scenario assessments should only be used as modifiers to ILD or ELD severity models.

A) III and IV
B) I
C) I and II
D) All statements are true

2. What is the annualized steady state volatility under a GARCH model where alpha is 0.1, beta is 0.8 and omega is 0.00025?

A) 0.08
B) 0.0025
C) 0.05
D) 0.1

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) $250mm
B) $750mm
C) $200mm
D) $600mm

4. The standard error of a Monte Carlo simulation is:

A) None of the above
B) Zero
C) C
D) The same as that for a lognormal distribution
E) Proportional to the inverse of the square root of the sample size

5. Which of the following statements are true:
I. A high score according to Altman's Z-Score methodology indicates a lower default risk II. A high score according to the Probit or Logit models indicates a higher default risk III. A high score according to Altman's Z-Score methodology indicates a higher default risk IV. A high score according to the Probit or Logit models indicates a lower default risk

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

Solutions: