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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. The Basel framework does not permit which of the following Units of Measure (UoM) for operational risk modeling:
I. UoM based on legal entity
II. UoM based on event type
III. UoM based on geography
IV. UoM based on line of business

A) I and IV
B) II only
C) III only
D) None of the above

2. In the case of historical volatility weighted VaR, a higher current volatility when compared to historical volatility:

A) will increase the confidence interval
B) will not affect the VaR estimate
C) will increase the VaR estimate
D) will decrease the VaR estimate

3. Which of the following is NOT true in respect of bilateral close out netting:

A) All transactions are netted against each other
B) Transactions are separated by transaction type and immediately settled separately at each's replacement value
C) The net amount due is immediately receivable or payable
D) All transactions are immediately closed out upon the occurrence of a credit event for either of the counterparties

4. According to the Basel II framework, subordinated term debt that was originally issued 4 years ago with a maturity of 6 years is considered a part of:

A) Tier 3 capital
B) Tier 2 capital
C) None of the above
D) Tier 1 capital

5. For the purposes of calculating VaR, an FRA can be modeled as a combination of:

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

Solutions: