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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. An equity manager holds a portfolio valued at $10m which has a beta of 1.1. He believes the market may see a dip in the coming weeks and wishes to eliminate his market exposure temporarily. Market index futures are available and the current futures notional on these is $50,000 per contract. Which of the following represents the best strategy for the manager to hedge his risk according to his views?

A) Buy 220 futures contracts
B) Sell 220 futures contracts
C) Liquidate his portfolio as soon as possible
D) Sell 200 futures contracts

2. Assuming all other factors remain the same, an increase in the volatility of the returns on the assets of a firm causes which of the following outcomes?

A) An increase in the value of the equity of the firm
B) A decrease in the value of the implicit put in in the debt of the firm
C) A decrease in the value of the non-callable debt issued by the firm
D) An increase in the value of the callable debt of the firm

3. A bank prices retail credit loans based on median default rates. Over the long run, it can expect:

A) Overestimation of risk and overpricing, leading to loss of market share
B) A reduction in the rate of defaults
C) Underestimation and therefore underpricing of risk in it retail portfolio
D) Correct pricing of risk in the retail credit portfolio

4. Under the standardized approach to determining operational risk capital, operations risk capital is equal to:

A) a fixed percentage of the latest gross income of the bank
B) 15% of the average gross income (considering only the positive years) of the past three years
C) a fixed percentage (different for each business line) of the gross income of the eight specified business lines, averaged over three years
D) a varying percentage, determined by the national regulator, of the gross revenue of each of the bank's business lines

5. Which of the following data sources are expected to influence operational risk capital under the AMA:
I. Internal Loss Data (ILD)
II. External Loss Data (ELD)
III. Scenario Data (SD)
IV. Business Environment and Internal Control Factors (BEICF)

A) I and II
B) All of the above
C) III only
D) I, II and III only

Solutions: