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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 the purposes of calculating VaR, an interest rate swap can be modeled as a combination of:

A) a fixed coupon bond and a floating rate note
B) two zero coupon bonds
C) a fixed rate bond and a zero coupon bond
D) a zero coupon bond and an interest rate swap

2. For an investor with a long position in market index futures, which of the following is a primary risk:

A) Basis risk between futures and spot prices
B) Risk that expected dividends will differ from realized dividend yields
C) Increase or decrease in the level of the underlying index
D) Movement in interest rates underlying the futures prices

3. According to Basel II's definition of operational loss event types, losses due to acts by third parties intended to defraud, misappropriate property or circumvent the law are classified as:

A) Execution delivery and system failure
B) Third party fraud
C) Internal fraud
D) External fraud

4. Company A issues bonds with a face value of $100m, sold at $98. Bank B holds $10m in face of these bonds acquired at a price of $70. Company A then defaults, and the recovery rate is expected to be 30%. What is Bank B's loss?

A) $2.1m
B) $4.9m
C) $7m
D) $4m

5. Which of the following risks and reasons justify the use of scenario analysis in operational risk modeling:
I. Risks for which no internal loss data is available
II. Risks that are foreseeable but have no precedent, internally or externally III. Risks for which objective assessments can be made by experts IV. Risks that are known to exist, but for which no reliable external or internal losses can be analyzed
V. Reducing the complexity of having to fit statistical models to internal and external loss data VI. Managing the capital estimation process as to produce estimates in line with management's desired capital buffers.

A) All of the above
B) V
C) I, II and III
D) I, II, III and IV

Solutions: