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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 is a most complete measure of the liquidity gap facing a firm?

A) Liquidity at Risk
B) Residual liquidity gap
C) Cumulative liquidity gap
D) Marginal liquidity gap

2. Which of the following credit risk models includes a consideration of macro economic variables such as unemployment, balance of payments etc to assess credit risk?

A) KMV's EDF based approach
B) CreditPortfolio View
C) The actuarial approach
D) The CreditMetrics approach

3. Which of the following represents a riskier exposure for a bank: A LIBOR based loan, or an Overnight Indexed Swap? Which of the two rates is expected to be higher?
Assume the same counterparty and the same notional.

A) Overnight Index Swap; LIBOR rate will be higher
B) A LIBOR based loan; LIBOR rate will be higher
C) A LIBOR based loan; OIS rate will be higher
D) Overnight Index Swap; OIS rate will be higher

4. For a hypotherical UoM, the number of losses in two non-overlapping datasets is 24 and 32 respectively. The Pareto tail parameters for the two datasets calculated using the maximum likelihood estimation method are 2 and 3. What is an estimate of the tail parameter of the combined dataset?

A) Cannot be determined
B) 2.23
C) 3
D) 2.57

5. Which of the following is not a consideration in determining the liquidity needs of a firm (as opposed to determining the time horizon for liquidity risk)?

A) The firm's business model
B) Off balance sheet items
C) Speed with which new equity can be issued to the owners
D) Collateral

Solutions: