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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. Under the KMV Moody's approach to calculating expecting default frequencies (EDF), firms' default on obligations is likely when:

A) expected asset values one year hence are below total liabilities
B) asset values reach a level below total liabilities
C) asset values reach a level between short term debt and total liabilities
D) asset values reach a level below short term debt

2. The daily VaR of an investor's commodity position is $10m. The annual VaR, assuming daily returns are independent, is ~$158m (using the square root of time rule). Which of the following statements are correct?
I. If daily returns are not independent and show mean-reversion, the actual annual VaR will be higher than
$158m.
II. If daily returns are not independent and show mean-reversion, the actual annual VaR will be lower than
$158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be higher than $158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be lower than $158m.

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

3. When the volatility of the yield for a bond increases, which of the following statements is true:

A) The VaR for the bond decreases and its value increases
B) The VaR for the bond increases and its value stays the same
C) The VaR for the bond increases and its value decreases
D) The VaR for the bond decreases and its value is unaffected

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

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

5. If the cumulative default probabilities of default for years 1 and 2 for a portfolio of credit risky assets is 5% and 15% respectively, what is the marginal probability of default in year 2 alone?

A) 10.00%
B) 10.53%
C) 11.76%
D) 15.79%

Solutions: