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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 F be the face value of a firm's debt, V the value of its assets and E the market value of equity, then according to the option pricing approach a default on debt occurs when:

A) F - E < V
B) V < E
C) F < V
D) F > V

2. A risk analyst uses the GARCH model to forecast volatility, and the parameters he uses are = 0.001%, = 0.05 and = 0.93. Yesterday's daily volatility was calculated to be 1%. What is the long term annual volatility under the analyst's model?

A) 0.22 %
B) 7.94 %
C) 3.54 %
D) 0.25 %

3. Which of the following statements are true in relation to Principal Component Analysis (PCA) as applied to a system of term structures?
I. The factor weights on the first principal component will show whether there is common trend in the system II. The factors to be applied to principal components are obtained from eigenvectors of the correlation matrix III. PCA is a standard method for reducing dimensionality in data when considering a large number of correlated variables IV. The smallest absolute eigenvalues and their associated eigenvectors are the most useful for explaining most of the variation

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

4. As opposed to traditional accounting based measures, risk adjusted performance measures use which of the following approaches to measure performance:

A) adjust returns based on the level of risk undertaken to earn that return
B) Any or all of the above
C) adjust capital employed to reflect the risk undertaken
D) adjust both return and the capital employed to account for the risk undertaken

5. 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 and II
B) II, III and IV
C) I, II and III
D) I, II, III and IV

Solutions: