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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:

A) Total expected losses are equal to the sum of expected losses in the individual underlying exposures while total unexpected losses are less than the sum of unexpected losses on underlying exposures
B) Total expected losses are greater than the sum of individual underlying exposures while total unexpected losses are less than the sum of unexpected losses on underlying exposures
C) Both total expected losses and total unexpected losses are less than the sum of expected and unexpected losses on underlying exposures respectively
D) Total expected losses are equal to the sum of individual underlying exposures while total unexpected losses are greater than the sum of unexpected losses on underlying exposures

2. Which of the following are true:
I. The total of the component VaRs for all components of a portfolio equals the portfolio VaR.
II. The total of the incremental VaRs for each position in a portfolio equals the portfolio VaR.
III. Marginal VaR and incremental VaR are identical for a $1 change in the portfolio.
IV. The VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than (or in extreme cases equal to) the sum of the individual VaRs.
V. The component VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than the sum of the individual component VaRs.

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

3. Which of the following is not an approach used for stress testing:

A) Hypothetical scenarios
B) Algorithmic approaches
C) Monte Carlo simulation
D) Historical scenarios

4. In the case of historical volatility weighted VaR, a higher current volatility when compared to historical volatility:

A) will not affect the VaR estimate
B) will increase the confidence interval
C) will decrease the VaR estimate
D) will increase the VaR estimate

5. Which of the following is the most accurate description of EPE (Expected Positive Exposure):

A) The price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date
B) The average of the distribution of positive exposures at a specified future date
C) The maximum average credit exposure over a period of time
D) Weighted average of the future positive expected exposure across a time horizon.

Solutions: