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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 systematic VaR for an equity portfolio is $100 and the specific VaR is $80, then which of the following is true in relation to the total VaR:

A) Total VaR is less than $180
B) Total VaR is $180
C) Total VaR is $20
D) Total VaR is greater than $180

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

3. Assuming all other factors remain the same, an increase in the volatility of the returns on the assets of a firm causes which of the following outcomes?

A) An increase in the value of the equity of the firm
B) A decrease in the value of the implicit put in in the debt of the firm
C) An increase in the value of the callable debt of the firm
D) A decrease in the value of the non-callable debt issued by the firm

4. The 99% 10-day VaR for a bank is $200mm. The average VaR for the past 60 days is $250mm, and the bank specific regulatory multiplier is 3. What is the bank's basic VaR based market risk capital charge?

A) $600mm
B) $200mm
C) $750mm
D) $250mm

5. If P be the transition matrix for 1 year, how can we find the transition matrix for 4 months?

A) By dividing P by 3
B) By calculating the matrix P x P x P
C) By calculating the cube root of P
D) By numerically calculating a matrix M such that M x M x M is equal to P

Solutions: