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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. For a loan portfolio, expected losses are charged against:

A) Economic credit capital
B) Credit reserves
C) Economic capital
D) Regulatory capital

2. When combining separate bottom up estimates of market, credit and operational risk measures, a most conservative economic capital estimate results from which of the following assumptions:

A) Assuming that market, credit and operational risk estimates are uncorrelated
B) Assuming that market, credit and operational risk estimates are perfectly negatively correlated
C) Assuming that the resulting distributions have a correlation between 0 and 1
D) Assuming that market, credit and operational risk estimates are perfectly positively correlated

3. A loan portfolio's full notional value is $100, and its value in a worst case scenario at the 99% level of confidence is $65. Expected losses on the portfolio are estimated at 10%. What is the level of economic capital required to cushion unexpected losses?

A) 10
B) 35
C) 65
D) 25

4. In setting confidence levels for VaR estimates for internal limit setting, it is generally desirable:

A) that actual losses very frequently exceed the VaR estimates
B) that actual losses exceed the VaR estimates with some reasonably observable frequency that is neither too high nor too low
C) that actual losses never exceed the VaR estimates
D) that actual losses exceed the VaR estimates on only the rarest of occasions

5. Which of the following credit risk models considers debt as including a put option on the firm's assets to assess credit risk?

A) CreditPortfolio View
B) The actuarial approach
C) The CreditMetrics approach
D) The contingent claims approach

Solutions: