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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. If the loss given default is denoted by L, and the recovery rate by R, then which of the following represents the relationship between loss given default and the recovery rate?

A) R = 1 + L
B) L = 1 + R
C) R = 1 / L
D) R = 1 - L

2. The cumulative probability of default for a security for 4 years is 11.47%. The marginal probability of default for the security for year 5 is 5% during year 5. What is the cumulative probability of default for the security for 5 years?

A) 15.90%
B) 5.00%
C) 16.47%
D) None of the above

3. The returns for a stock have a monthly volatilty of 5%. Calculate the volatility of the stock over a two month period, assuming returns between months have an autocorrelation of 0.3.

A) 7.071%
B) 8.062%
C) 10%
D) 5%

4. If the returns of an asset display a strong tendency for mean reversion, what is the relationship between annualized volatility calculated based on daily versus weekly volatilities (using the square root of time rule)?

A) Either daily or weekly volatility will be greater, depending upon how the week went
B) Daily and weekly volatilities will be the same
C) Daily volatility will be greater than weekly volatility
D) Weekly volatility will be greater than daily volatility

5. What is the risk horizon period used for credit risk as generally used for economic capital calculations and as required by regulation?

A) 1-day
B) 10 years
C) 1 year
D) 10 days

Solutions: