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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 need to be assumed to convert a transition probability matrix for a given time period to the transition probability matrix for another length of time:
I. Time invariance
II. Markov property
III. Normal distribution
IV. Zero skewness

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

2. Which of the following describes rating transition matrices published by credit rating firms:

A) Probabilities of ratings transition from one rating to another for a given set of issuers
B) Realized frequencies of migration from one credit rating to another over a one year period
C) Probabilities of default for each credit rating class
D) Expected ex-ante frequencies of migration from one credit rating to another over a one year period

3. When performing portfolio stress tests using hypothetical scenarios, which of the following is not generally a challenge for the risk manager?

A) Considering back office capacity to deal with increased transaction volumes
B) Building a positive semi-definite covariance matrix
C) Building a consistent set of hypothetical shocks to individual risk factors
D) Evaluating interrelationships between counterparties when considering liquidity risks

4. What does a middle office do for a trading desk?

A) Operations
B) Transaction data entry
C) Risk analysis
D) Reconciliations

5. Which of the following risks were not covered in detail in most stress tests prior to the current crisis:
I. The behavior of complex structured products under stressed liquidity conditions II. Pipeline or securitization risk III. Basis risk in relation to hedging strategies IV. Counterparty credit risk
V. Contingent risks
VI. Funding liquidity risk

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

Solutions: