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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. What is the 1-day VaR at the 99% confidence interval for a cash flow of $10m due in 6 months time? The risk free interest rate is 5% per annum and its annual volatility is 15%. Assume a 250 day year.

A) 1744500
B) 85123
C) 5500
D) 109031

2. The diversification effect is responsible for:

A) the super-additivity property of market risk VaR assessments
B) the sub-additivity property of market risk VaR assessments
C) VaR being applicable only to short term horizons
D) total VaR numbers being greater than the sum of the individual VaRs for underlying portfolios

3. For a corporate issuer, which of the following can be used to calculate market implied default probabilities?
I. CDS spreads
II. Bond prices
III. Credit rating issued by S&P
IV. Altman's scoring model

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

4. Which of the following are measures of liquidity risk
I. Liquidity Coverage Ratio
II. Net Stable Funding Ratio
III. Book Value to Share Price
IV. Earnings Per Share

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

5. Which of the following is a most complete measure of the liquidity gap facing a firm?

A) Residual liquidity gap
B) Cumulative liquidity gap
C) Liquidity at Risk
D) Marginal liquidity gap

Solutions: