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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 are true in relation to Historical Simulation VaR?
I. Historical Simulation VaR assumes returns are normally distributed but have fat tails II. It uses full revaluation, as opposed to delta or delta-gamma approximations III. A correlation matrix is constructed using historical scenarios IV. It particularly suits new products that may not have a long time series of historical data available

A) All of the above
B) II
C) II and III
D) I and IV
E) A

2. A cumulative accuracy plot:

A) measures rating accuracy
B) is a measure of the correctness of VaR calculations
C) measures the accuracy of credit risk estimates
D) measures accuracy of default probabilities observed empirically

3. If P be the transition matrix for 1 year, how can we find the transition matrix for 4 months?

A) By numerically calculating a matrix M such that M x M x M is equal to P
B) By dividing P by 3
C) By calculating the cube root of P
D) By calculating the matrix P x P x P

4. According to the implied capital model, operational risk capital is estimated as:

A) Operational risk capital held by similar firms, appropriately scaled
B) Total capital less market risk capital less credit risk capital
C) Capital implied from known risk premiums and the firm's earnings
D) Total capital based on the capital asset pricing model

5. For a back office function processing 15,000 transactions a day with an error rate of 10 basis points, what is the annual expected loss frequency (assume 250 days in a year)

A) 37500
B) 3750
C) 375
D) 0.06

Solutions: