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PRMIA 8008 Exam Syllabus Topics:

PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:

1. A corporate bond has a cumulative probability of default equal to 20% in the first year, and 45% in the second year. What is the monthly marginal probability of default for the bond in the second year, conditional on there being no default in the first year?

A) 3.07%
B) 15.00%
C) 31.25%
D) 2.60%

2. A risk analyst peforming PCA wishes to explain 80% of the variance. The first orthogonal factor has a volatility of 100, and the second 40, and the third 30. Assume there are no other factors. Which of the factors will be included in the final analysis?

A) First, Second and Third
B) First
C) First and Second
D) Insufficient information to answer the question

3. Which of the following statements is true in relation to a normal mixture distribution:
I. Normal mixtures represent one possible solution to the problem of volatility clustering II. A normal mixture VaR will always be greater than that under the assumption of normally distributed returns III. Normal mixtures can be applied to situations where a number of different market scenarios with different probabilities can be expected

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

4. An asset has a volatility of 10% per year. An investment manager chooses to hedge it with another asset that has a volatility of 9% per year and a correlation of 0.9. Calculate the hedge ratio.

A) 0.81
B) 0.9
C) 1.2345
D) 1

5. If A and B be two uncorrelated securities, VaR(A) and VaR(B) be their values-at-risk, then which of the following is true for a portfolio that includes A and B in any proportion. Assume the prices of A and B are log-normally distributed.

A) The combined VaR cannot be predicted till the correlation is known
B) VaR(A+B) < VaR(A) + VaR(B)
C) VaR(A+B) = VaR(A) + VaR(B)
D) VaR(A+B) > VaR(A) + VaR(B)

Solutions: