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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 A and B be two debt securities, which of the following is true?

A) The probability of simultaneous default of A and B is not dependent upon their default correlations, but on their marginal probabilities of default
B) The probability of simultaneous default of A and B is greatest when their default correlation is negative
C) The probability of simultaneous default of A and B is greatest when their default correlation is +1
D) The probability of simultaneous default of A and B is greatest when their default correlation is 0

2. Which of the following are valid techniques used when performing stress testing based on hypothetical test scenarios:
I. Modifying the covariance matrix by changing asset correlations
II. Specifying hypothetical shocks
III. Sensitivity analysis based on changes in selected risk factors
IV. Evaluating systemic liquidity risks

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

3. An asset has a volatility of 10% per year. An investment manager chooses to hedge it with another asset that has a volatility of 9% per year and a correlation of 0.9. Calculate the hedge ratio.

A) 1
B) 0.81
C) 0.9
D) 1.2345

4. When combining separate bottom up estimates of market, credit and operational risk measures, a most conservative economic capital estimate results from which of the following assumptions:

A) Assuming that market, credit and operational risk estimates are perfectly positively correlated
B) Assuming that the resulting distributions have a correlation between 0 and 1
C) Assuming that market, credit and operational risk estimates are uncorrelated
D) Assuming that market, credit and operational risk estimates are perfectly negatively correlated

5. 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) II and III
B) III and IV
C) I and II
D) I and IV

Solutions: