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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Credit Risk | - Credit Risk Mitigation and Management - Credit Risk Analysis and Measurement |
| Topic 2: Asset-Liability Management (ALM) | - Liquidity and Funding Risk Management - Interest Rate Risk in the Banking Book |
| Topic 3: Market Risk | - Market Risk Models and VAR - Market Risk Measurement Techniques |
| Topic 4: Operational Risk | - Operational Risk Measurement and Controls - Operational Risk Identification and Assessment |
| Topic 5: Funds Transfer Pricing (FTP) | - FTP Implementation and Governance - FTP Framework and Methodologies |
| Topic 6: Risk Management Frameworks | - Governance and Risk Culture - Enterprise Risk Management Principles |
| Topic 7: Counterparty Risk | - Counterparty Exposure and Collateral Management - Pre-Settlement and Settlement Risk |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
As opposed to traditional accounting based measures, risk adjusted performance measures use which of the following approaches to measure performance:
- A. Any or all of the above
- B. adjust returns based on the level of risk undertaken to earn that return
- C. adjust both return and the capital employed to account for the risk undertaken
- D. adjust capital employed to reflect the risk undertaken
Correct Answer: A 🗳️
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A bank holds a portfolio of corporate bonds. Corporate bond spreads widen, resulting in a loss of value for the portfolio. This loss arises due to:
- A. Market risk
- B. Credit risk
- C. Liquidity risk
- D. Counterparty risk
Correct Answer: A 🗳️
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If A and B be two uncorrelated securities, VaR(A) and VaR(B) be their values-at-risk, then which of the following is true for a portfolio that includes A and B in any proportion. Assume the prices of A and B are log-normally distributed.
- A. VaR(A+B) < VaR(A) + VaR(B)
- B. VaR(A+B) = VaR(A) + VaR(B)
- C. VaR(A+B) > VaR(A) + VaR(B)
- D. The combined VaR cannot be predicted till the correlation is known
Correct Answer: A 🗳️
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Which of the following data sources are expected to influence operational risk capital under the AMA:
I. Internal Loss Data (ILD)
II. External Loss Data (ELD)
III. Scenario Data (SD)
IV. Business Environment and Internal Control Factors (BEICF)
- A. I and II
- B. III only
- C. I, II and III only
- D. All of the above
Correct Answer: D 🗳️
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Which of the following statements are true:
I. Credit risk and counterparty risk are synonymous
II. Counterparty risk is the contingent risk from a counterparty's default in derivative transactions III. Counterparty risk is the risk of a loan default or the risk from moneys lent directly IV. The exposure at default is difficult to estimate for credit risk as it depends upon market movements
- A. II and III
- B. II
- C. III and IV
- D. I and II
Correct Answer: B 🗳️
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