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PRMIA 8008 Exam Syllabus Topics:

PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:

1. An error by a third party service provider results in a loss to a client that the bank has to make up. Such as loss would be categorized per Basel II operational risk categories as:

A) Business disruption and process failure
B) Outsourcing loss
C) Abnormal loss
D) Execution delivery and process management

2. Which of the following is a valid approach to determining the magnitude of a shock for a given risk factor as part of a historical stress testing exercise?
I. Determine the maximum peak-to-trough change in the risk factor over the defined period of the historical event II. Determine the minimum peak-to-trough change in the risk factor over the defined period of the historical event III. Determine the total change in the risk factor between the start date and the finish date of the event regardless of peaks and troughs in between IV. Determine the maximum single day change in the risk factor and multiply by the number of days covered by the stress event

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

3. According to the Basel framework, shareholders' equity and reserves are considered a part of:

A) All of the above
B) Tier 3 capital
C) Tier 2 capital
D) Tier 1 capital

4. Which of the following is true in relation to Principal Component Analysis (PCA)?
I. An n x n positive definite square matrix will have n-1 eigenvectors
II. The eigenvalues for a correlation matrix can be derived from the corresponding values for the covariance matrix III. Principal components are uncorrelated to each other IV. PCA is useful as it allows 100% of the variation in a complex system to be explained by the first three principal components

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

5. Under the CreditPortfolio View approach to credit risk modeling, which of the following best describes the conditional transition matrix:

A) The conditional transition matrix is the transition matrix adjusted for the distribution of the firms' asset returns
B) The conditional transition matrix is the unconditional transition matrix adjusted for probabilities of defaults
C) The conditional transition matrix is the transition matrix adjusted for the risk horizon being different from that of the transition matrix
D) The conditional transition matrix is the unconditional transition matrix adjusted for the state of the economy and other macro economic factors being modeled

Solutions: