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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Funds Transfer Pricing (FTP) | - FTP Implementation and Governance - FTP Framework and Methodologies |
| Topic 2: Operational Risk | - Operational Risk Measurement and Controls - Operational Risk Identification and Assessment |
| Topic 3: Market Risk | - Market Risk Models and VAR - Market Risk Measurement Techniques |
| Topic 4: Credit Risk | - Credit Risk Analysis and Measurement - Credit Risk Mitigation and Management |
| Topic 5: Risk Management Frameworks | - Governance and Risk Culture - Enterprise Risk Management Principles |
| Topic 6: Counterparty Risk | - Pre-Settlement and Settlement Risk - Counterparty Exposure and Collateral Management |
| Topic 7: Asset-Liability Management (ALM) | - Liquidity and Funding Risk Management - Interest Rate Risk in the Banking Book |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
1. Company A issues bonds with a face value of $100m, sold at issuance at $98. Bank B holds $10m in face of these bonds acquired at a price of $70. What is Bank B's exposure to the debt issued by Company A?
A) $9.8m
B) $7m
C) $10m
D) $6.86m
2. The probability of default of a security over a 1 year period is 3%. What is the probability that it would have defaulted within 6 months?
A) 1.51%
B) 3.00%
C) 98.49%
D) 17.32%
3. Which of the following carry greater counterparty risk: a forward contract on a 10 year note, or a commercial paper carrying a AA credit rating with identical maturity and notional?
A) The forward contract has greater credit risk as its future gains are unknown
B) Credit risk can not be compared in these terms
C) They both carry the same credit risk
D) The commercial paper has greater credit risk as the entire notional is outstanding
4. Which of the following statements are true:
I. It is usual to set a very high confidence level when estimating VaR for capital requirements.
II. For model validation, very high VaR confidence levels are used to minimize excess losses.
III. For limit setting for managing day to day positions, it is usual to set VaR confidence levels that are neither too low to be exceeded too often, nor too high as to be never exceeded.
IV. The Basel accord requirements for market risk capital require the use of a time horizon of 1 year.
A) I and IV
B) II and III
C) III and IV
D) I and III
5. The definition of operational risk per Basel II includes which of the following:
I. Risk of loss resulting from inadequate or failed internal processes, people and systems or from external events II. Legal risk III. Strategic risk IV. Reputational risk
A) II and III
B) I and II
C) I, II, III and IV
D) I and III
Solutions:
| Question # 1 Answer: B | Question # 2 Answer: A | Question # 3 Answer: D | Question # 4 Answer: D | Question # 5 Answer: B |
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