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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. Which of the following statements is true:
I. Expected credit losses are charged to the unit's P&L while unexpected losses hit risk capital reserves.
II. Credit portfolio loss distributions are symmetrical
III. For a bank holding $10m in face of a defaulted debt that it acquired for $2m, the bank's legal claim in the bankruptcy court will be $10m.
IV. The legal claim in bankruptcy court for an over the counter derivatives contract will be the notional value of the contract.

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

2. In January, a bank buys a basket of mortgages with a view to securitize them by April. Due to an unexpected lack of investors in the securitization market, it is unable to do so and is left with the exposure to the mortgages on its books. This is an example of:

A) Market risk
B) Basis risk
C) Pipeline and warehousing risk
D) Wrong-way risk

3. As part of designing a reverse stress test, at what point should a bank's business plan be considered unviable (ie the point where it can be considered to have failed)?

A) Where EBITDA for the year is forecast to be negative
B) When the regulatory capital of the bank has been exhausted
C) Where large known losses have been incurred on the bank's positions
D) When the realization of risks leads market participants to lose confidence in the bank as a counterparty or a business worthy of funding

4. The probability of default of a security over a 1 year period is 3%. What is the probability that it would not have defaulted at the end of four years from now?

A) 88.53%
B) 11.47%
C) 88.00%
D) 12.00%

5. Which of the following formulae correctly describes Component VaR. (p refers to the portfolio, and i is the i-th constituent of the portfolio. MVaR means Marginal VaR, and other symbols have their usual meanings.)

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

Solutions: