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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 are valid techniques used when performing stress testing based on hypothetical test scenarios:
I. Modifying the covariance matrix by changing asset correlations
II. Specifying hypothetical shocks
III. Sensitivity analysis based on changes in selected risk factors
IV. Evaluating systemic liquidity risks

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

2. For a corporate issuer, which of the following can be used to calculate market implied default probabilities?
I. CDS spreads
II. Bond prices
III. Credit rating issued by S&P
IV. Altman's scoring model

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

3. If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?

A) 39.35%
B) 50.00%
C) 60.65%
D) 59.05%

4. Under the KMV Moody's approach to credit risk measurement, which of the following expressions describes the expected 'default point' value of assets at which the firm may be expected to default?

A) 2* Short term debt + Long term debt
B) Short term debt + Long term debt
C) Long term debt + 0.5* Short term debt
D) Short term debt + 0.5* Long term debt

5. The estimate of historical VaR at 99% confidence based on a set of data with 100 observations will end up being:

A) the worst single observation in the data set
B) the extrapolated returns of the last 1.64 observations
C) None of the above
D) the weighted average of the top 2.33 observations

Solutions: