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Exam Code:	8008
Exam Name:	PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition
Certification Provider:	PRMIA
Free Question Number:	125
Version:	v2021-08-28
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# of Questions views:	23067
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Exam Question List: Question 1: Which of the following data sources are expected to influenc...; Question 2: A risk analyst peforming PCA wishes to explain 80% of the va...; Question 3: Which of the following represent the parameters that define ...; Question 4: Economic capital under the Earnings Volatility approach is c...; Question 5: Which of the following best describes economic capital?...; Question 6: A bank's detailed portfolio data on positions held in a part...; Question 7: Credit exposure for derivatives is measured using...; Question 8: Which of the following assumptions underlie the 'square root...; Question 9: For a security with a daily standard deviation of 2%, calcul...; Question 10: Which of the following statements is true:...; Question 11: When building a operational loss distribution by combining a...; Question 12: If F be the face value of a firm's debt, V the value of its ...; Question 13: For a hypotherical UoM, the number of losses in two non-over...; Question 14: A corporate bond maturing in 1 year yields 8.5% per year, wh...; Question 15: In respect of operational risk capital calculations, the Bas...; Question 16: Which of the following statements is true in respect of diff...; Question 17: The capital adequacy ratio applied to risk weighted assets f...; Question 18: The systemic manifestation of the liquidity crisis during th...; Question 19: Which of the following risks and reasons justify the use of ...; Question 20: If the marginal probabilities of default for a corporate bon...; Question 21: Which of the following losses can be attributed to credit ri...; Question 22: Under the contingent claims approach to measuring credit ris...; Question 23: Which of the following situations are not suitable for apply...; Question 24: An assumption regarding the absence of ratings momentum is r...; Question 25: A bank extends a loan of $1m to a home buyer to buy a house ...; Question 26: A risk analyst attempting to model the tail of a loss distri...; Question 27: Which of the following contributed to the systemic failure d...; Question 28: The generalized Pareto distribution, when used in the contex...; Question 29: Which loss event type is the failure to timely deliver colla...; Question 30: Which of the following statements is true?...; Question 31: When performing portfolio stress tests using hypothetical sc...; Question 32: Which of the following is the most accurate description of E...; Question 33: The estimate of historical VaR at 99% confidence based on a ...; Question 34: Which of the following attributes of an investment are affec...; Question 35: Which of the following statements is correct in relation to ...; Question 36: A portfolio's 1-day VaR at the 99% confidence level is $250m...; Question 37: Which of the following statements is true I. If no loss data...; Question 38: What is the combined VaR of two securities that are perfectl...; Question 39: Which of the following best describes the concept of margina...; Question 40: Which of the following statements are true: I. The sum of un...; Question 41: Under the KMV Moody's approach to credit risk measurement, h...; Question 42: Which of the following statements is true in relation to a n...; Question 43: Which of the following statements are true? I. Retail Risk B...; Question 44: A bullet bond and an amortizing loan are issued at the same ...; Question 45: A bank evaluates the impact of large and severe changes in c...; Question 46: For a corporate issuer, which of the following can be used t...; Question 47: As opposed to traditional accounting based measures, risk ad...; Question 48: If the annual default hazard rate for a borrower is 10%, wha...; Question 49: When compared to a high severity low frequency risk, the ope...; Question 50: long bond position is hedged using a short position in the f...; Question 51: Altman's Z-score does not consider which of the following ra...; Question 52: Under the standardized approach to calculating operational r...; Question 53: For a group of assets known to be positively correlated, wha...; Question 54: A derivative contract has a negative current replacement val...; Question 55: If EV be the expected value of a firm's assets in a year, an...; Question 56: Which of the following statements are true: I. Stress testin...; Question 57: The minimum 'multiplication factor' to be applied to VaR cal...; Question 58: Which of the following statements is true? I. Real Time Gros...; Question 59: Under the credit migration approach to assessing portfolio c...; Question 60: A bank prices retail credit loans based on median default ra...; Question 61: Which of the following are elements of 'group risk': I. Mark...; Question 62: Which of the following statements are true: I. Common scenar...; Question 63: Which of the following introduces model error when basing Va...; Question 64: The accuracy of a VaR estimate based on a Monte carlo simula...; Question 65: CreditRisk+, the actuarial model for calculating portfolio c...; Question 66: Which of the following credit risk models includes a conside...; Question 67: What ensures that firms are not able to selectively default ...; Question 68: If the loss given default is denoted by L, and the recovery ...; Question 69: The returns for a stock have a monthly volatilty of 5%. Calc...; Question 70: Which of the following is a valid approach to determining th...; Question 71: Fill in the blank in the following sentence: Principal compo...; Question 72: The key difference between 'top down models' and 'bottom up ...; Question 73: The results of 'desk-level' stress tests cannot be added tog...; Question 74: Which of the following are valid approaches for extreme valu...; Question 75: Calculate the 1-year 99% credit VaR of a portfolio of two bo...; Question 76: Which of the following are considered properties of a 'coher...; Question 77: Conditional default probabilities modeled under CreditPortfo...; Question 78: If the full notional value of a debt portfolio is $100m, its...; Question 79: Which of the formulae below describes incremental VaR where ...; Question 80: Which of the following is not a possible early warning indic...; Question 81: The CDS quote for the bonds of Bank X is 200 bps. Assuming a...; Question 82: The degree distribution of the nodes of the financial networ...; Question 83: When doing stress tests based on historical scenarios, if no...; Question 84: Which of the following is not a risk faced by a bank from ho...; Question 85: For an equity portfolio valued at V whose beta is , the valu...; Question 86: According to the Basel II standard, which of the following c...; Question 87: Which of the following statements is true: I. Confidence lev...; Question 88: Which of the following statements are true in relation to Hi...; Question 89: Which of the following is the most important problem to solv...; Question 90: If the duration of a bond yielding 10% is 6 years, the volat...; Question 91: Which of the following is not one of the 'three pillars' spe...; Question 92: Which of the following is not an approach used for stress te...; Question 93: An operational loss severity distribution is estimated using...; Question 94: As part of designing a reverse stress test, at what point sh...; Question 95: According to the Basel framework, reserves resulting from th...; Question 96: Which of the following methods cannot be used to calculate L...; Question 97: If two bonds with identical credit ratings, coupon and matur...; Question 98: The 99% 10-day VaR for a bank is $200mm. The average VaR for...; Question 99: Which of the following is not a limitation of the univariate...; Question 100: Which of the following describes rating transition matrices ...; Question 101: What is the annualized steady state volatility under a GARCH...; Question 102: The frequency distribution for operational risk loss events ...; Question 103: Which of the following statements is true: I. Recovery rate ...; Question 104: If the odds of default are 1:5, what is the probability of d...; Question 105: Which of the following is a most complete measure of the liq...; Question 106: Under the internal ratings based approach for risk weighted ...; Question 107: What does a middle office do for a trading desk?...; Question 108: The risk that a counterparty fails to deliver its obligation...; Question 109: Which of the following statements is true in relation to col...; Question 110: Which of the following are measures of liquidity risk I. Liq...; Question 111: Which of the following statements is true in respect of a no...; Question 112: Which of the following are valid objectives of a reverse str...; Question 113: An assumption of normality when returns data have fat tails ...; Question 114: Which of the following formulae describes Marginal VaR for a...; Question 115: What is the risk horizon period used for credit risk as gene...; Question 116: Which of the following is true in relation to a Contingency ...; Question 117: If the systematic VaR for an equity portfolio is $100 and th...; Question 118: An asset has a volatility of 10% per year. An investment man...; Question 119: Which of the following cannot be used to address the issue o...; Question 120: Which of the following statements are true: I. Pre-settlemen...; Question 121: Which of the following is NOT true in respect of bilateral c...; Question 122: Which of the following are valid methods for selecting an ap...; Question 123: Which of the following was not a policy response introduced ...; Question 124: The definition of operational risk per Basel II includes whi...; Question 125: Which of the following statements is true? I. It is sufficie...

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