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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. If the returns of an asset display a strong tendency for mean reversion, what is the relationship between annualized volatility calculated based on daily versus weekly volatilities (using the square root of time rule)?

A) Either daily or weekly volatility will be greater, depending upon how the week went
B) Weekly volatility will be greater than daily volatility
C) Daily and weekly volatilities will be the same
D) Daily volatility will be greater than weekly volatility

2. Which of the following statements is correct?

A) Funding liquidity risks present themselves in the form of an adverse market impact on prices from a trade
B) Dynamic simulations of liquidity needs require an assumption of counterparty risk remaining constant
C) Market liquidity risk is idiosyncratic while funding liquidity risk is not
D) Market liquidity risks present themselves in the form of higher bid offer spreads

3. Under the CreditPortfolio View approach to credit risk modeling, which of the following best describes the conditional transition matrix:

A) The conditional transition matrix is the transition matrix adjusted for the risk horizon being different from that of the transition matrix
B) The conditional transition matrix is the unconditional transition matrix adjusted for the state of the economy and other macro economic factors being modeled
C) The conditional transition matrix is the transition matrix adjusted for the distribution of the firms' asset returns
D) The conditional transition matrix is the unconditional transition matrix adjusted for probabilities of defaults

4. Which of the following formulae describes CVA (Credit Valuation Adjustment)? All acronyms have their usual meanings (LGD=Loss Given Default, ENE=Expected Negative Exposure, EE=Expected Exposure, PD=Probability of Default, EPE=Expected Positive Exposure, PFE=Potential Future Exposure)

A) LGD * PFE * PD
B) LGD * EPE * PD
C) LGD * EE * PD
D) LGD * ENE * PD

5. Which of the following was not a policy response introduced by Basel 2.5 in response to the global financial crisis:

A) Comprehensive Risk Model (CRM)
B) Comprehensive Capital Analysis and Review (CCAR)
C) Stressed VaR (SVaR)
D) Incremental Risk Charge (IRC)

Solutions: