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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Credit Risk | - Credit Risk Mitigation and Management - Credit Risk Analysis and Measurement |
| Market Risk | - Market Risk Models and VAR - Market Risk Measurement Techniques |
| Funds Transfer Pricing (FTP) | - FTP Implementation and Governance - FTP Framework and Methodologies |
| Risk Management Frameworks | - Governance and Risk Culture - Enterprise Risk Management Principles |
| Asset-Liability Management (ALM) | - Interest Rate Risk in the Banking Book - Liquidity and Funding Risk Management |
| Operational Risk | - Operational Risk Identification and Assessment - Operational Risk Measurement and Controls |
| Counterparty Risk | - Pre-Settlement and Settlement Risk - Counterparty Exposure and Collateral Management |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
Which of the following statements are true:
I. Shocks to risk factors should be relative rather than absolute if we wish to avoid a change in the sign of the risk factor.
II. Interest rate shocks are generally modeled as absolute shocks.
III. Shocks to volatility are generally modeled as absolute shocks.
IV. Shocks to market spreads are generally modeled as relative shocks.
- A. I, II and III
- B. I and II
- C. II and IV
- D. II only
Correct Answer: B 🗳️
Explanation: Only visible for BootcampPDF members. You can sign-up / login (it's free).
The backtesting of VaR estimates under the Basel accord requires comparing the ex-ante VaR to:
- A. realized profit and loss for the period
- B. ex-ante VaR calculated for the subsequent periods
- C. the Basel accord does not require banks to backtest VaR estimates
- D. hypothetical profit and loss keeping the positions constant
Correct Answer: A 🗳️
Explanation: Only visible for BootcampPDF members. You can sign-up / login (it's free).
Random recovery rates in respect of credit risk can be modeled using:
- A. the beta distribution
- B. the omega distribution
- C. the normal distribution
- D. the binomial distribution
Correct Answer: A 🗳️
Explanation: Only visible for BootcampPDF members. You can sign-up / login (it's free).
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. III and IV
- B. I and II
- C. I and IV
- D. II and III
Correct Answer: B 🗳️
Explanation: Only visible for BootcampPDF members. You can sign-up / login (it's free).
For a loan portfolio, unexpected losses are charged against:
- A. Economic capital
- B. Credit reserves
- C. Regulatory capital
- D. Economic credit capital
Correct Answer: D 🗳️
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