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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. For a given mean, which distribution would you prefer for frequency modeling where operational risk events are considered dependent, or in other words are seen as clustering together (as opposed to being independent)?

A) Binomial
B) Poisson
C) Negative binomial
D) Gamma

2. An equity manager holds a portfolio valued at $10m which has a beta of 1.1. He believes the market may see a dip in the coming weeks and wishes to eliminate his market exposure temporarily. Market index futures are available and the current futures notional on these is $50,000 per contract. Which of the following represents the best strategy for the manager to hedge his risk according to his views?

A) Sell 200 futures contracts
B) Liquidate his portfolio as soon as possible
C) Sell 220 futures contracts
D) Buy 220 futures contracts

3. 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) 0.06
B) 3750
C) 37500
D) 375

4. The Altman credit risk score considers:

A) A quadratic approximation of the credit risk based on underlying risk factors
B) A historical database of the firms that have survived
C) A historical database of the firms that have defaulted
D) A combination of accounting measures and market values

5. Which of the following represent the parameters that define a VaR estimate?

A) confidence level, the holding period and expected volatility
B) trading position and distribution assumption
C) confidence level and the underlying stochastic process
D) confidence level and the holding period

Solutions: