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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 given notional amount, which of the following carries the greatest counterparty exposure (assuming the same counterparty credit rating for each):

A) A futures contract on an equity index
B) A one year interest rate swap
C) A one year forward foreign exchange contract
D) A one year certificate of deposit

2. For the purposes of calculating VaR, an FRA can be modeled as a combination of:

A) two zero coupon bonds
B) a zero coupon bond and a floating rate note
C) a fixed rate bond and a zero coupon bond
D) a zero coupon bond and an interest rate swap

3. Which of the following statements is true?
I. It is sufficient to ensure that a parent entity has sufficient excess liquidity to cover a liquidity shortfall for a subsidiary.
II. If a parent entity has a shortfall of liquidity, it can always rely upon any excess liquidity that its foreign subsidiaries might have.
III. Wholesale funding sources for a bank refer to stable sources of funding provided by the central bank.
IV. Funding diversification refers to diversification of both funding sources and funding tenors.

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

4. A bank holds $10m of a corporate debt that it has purchased CDS protection against. What is the impact on the short term liquidity of the bank in the event of a default by the corporate on its bonds?

A) A short term increase in available liquidity
B) An immediate reduction in available liquidity
C) Cannot be determined without information on recovery rates
D) No impact

5. 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 market, credit and operational risk estimates are perfectly positively correlated
D) Assuming that the resulting distributions have a correlation between 0 and 1

Solutions: