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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 statements are correct?
I. A reliance upon conditional probabilities and a-priori views of probabilities is called the 'frequentist' view II. Knightian uncertainty refers to things that might happen but for which probabilities cannot be evaluated III. Risk mitigation and risk elimination are approaches to reacting to identified risks IV. Confidence accounting is a reference to the accounting frauds that were seen in the past decade as a reflection of failed governance processes

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

2. Which of the following statements are true:
I. A high score according to Altman's Z-Score methodology indicates a lower default risk II. A high score according to the Probit or Logit models indicates a higher default risk III. A high score according to Altman's Z-Score methodology indicates a higher default risk IV. A high score according to the Probit or Logit models indicates a lower default risk

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

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

4. If two bonds with identical credit ratings, coupon and maturity but from different issuers trade at different spreads to treasury rates, which of the following is a possible explanation:
I. The bonds differ in liquidity
II. Events have happened that have changed investor perceptions but these are not yet reflected in the ratings III. The bonds carry different market risk IV. The bonds differ in their convexity

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

5. Random recovery rates in respect of credit risk can be modeled using:

A) the beta distribution
B) the normal distribution
C) the binomial distribution
D) the omega distribution

Solutions: