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

2. Which of the following is not an event of default covered in the ISDA Master Agreement?
I. failure to pay or deliver
II. credit support default
III. merger without assumption
IV. Bankruptcy

A) I
B) All are considered events of default
C) IV
D) II and III

3. When modeling severity of operational risk losses using extreme value theory (EVT), practitioners often use which of the following distributions to model loss severity:
I. The 'Peaks-over-threshold' (POT) model
II. Generalized Pareto distributions
III. Lognormal mixtures
IV. Generalized hyperbolic distributions

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

4. Which of the following carry greater counterparty risk: a forward contract on a 10 year note, or a commercial paper carrying a AA credit rating with identical maturity and notional?

A) They both carry the same credit risk
B) The forward contract has greater credit risk as its future gains are unknown
C) Credit risk can not be compared in these terms
D) The commercial paper has greater credit risk as the entire notional is outstanding

5. Which of the following is not an example of a risk concentration?

A) Material amounts of treasury obligations held as collateral provided by a single counterparty
B) Large combined positions in assets affected by different risk factors that are highly correlated
C) Origination of a large number of SIVs with exposures to the same asset class, where the SIVs are separate legal entities without recourse to the originator
D) Location of a portfolio's assets in a single country but spread across different industries

Solutions: