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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. Which of the following situations are not suitable for applying parametric VaR:
I. Where the portfolio's valuation is linearly dependent upon risk factors II. Where the portfolio consists of non-linear products such as options and large moves are involved III. Where the returns of risk factors are known to be not normally distributed

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

2. For a given mean, which distribution would you prefer for frequency modeling where operational risk events are considered dependent, or in other words are seen as clustering together (as opposed to being independent)?

A) Poisson
B) Negative binomial
C) Binomial
D) Gamma

3. According to the Basel framework, reserves resulting from the upward revaluation of assets are considered a part of:

A) Tier 2 capital
B) Tier 1 capital
C) Tier 3 capital
D) All of the above

4. Stress testing is useful for which of the following purposes:
I. For providing the risk manager with an intuitive check on his risk estimates II. Providing a means of communicating risk implications using plausible scenarios that can be easily explained to a non-technical audience III. Guarding against major errors in the form of model risk IV. Complying with the requirements of Basel II.

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

5. According to the implied capital model, operational risk capital is estimated as:

A) Capital implied from known risk premiums and the firm's earnings
B) Total capital less market risk capital less credit risk capital
C) Total capital based on the capital asset pricing model
D) Operational risk capital held by similar firms, appropriately scaled

Solutions: