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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 is true:
I. When averaging quantiles of two Pareto distributions, the quantiles of the averaged models are equal to the geometric average of the quantiles of the original models based upon the number of data items in each original model.
II. When modeling severity distributions, we can only use distributions which have fewer parameters than the number of datapoints we are modeling from.
III. If an internal loss data based model covers the same risks as a scenario based model, they can can be combined using the weighted average of their parameters.
IV If an internal loss model and a scenario based model address different risks, the models can be combined by taking their sums.

A) II and III
B) III and IV
C) All statements are true
D) I and II

2. Loss from a lawsuit from an employee due to physical harm caused while at work is categorized per Basel II as:

A) Damage to physical assets
B) Employment practices and workplace safety
C) Unsafe working environment
D) Execution delivery and process management

3. For an investor with a long position in market index futures, which of the following is a primary risk:

A) Risk that expected dividends will differ from realized dividend yields
B) Movement in interest rates underlying the futures prices
C) Basis risk between futures and spot prices
D) Increase or decrease in the level of the underlying index

4. The key difference between 'top down models' and 'bottom up models' for operational risk assessment is:

A) Bottom up approaches to operational risk are based upon an analysis of key risk drivers, while top down approaches consider causality in risk scenarios.
B) Bottom up approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while top down approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.
C) Top down approaches to operational risk calculate the implied operational risk using available data such as income volatility, capital etc; while bottom up approaches use causal factors, risk drivers and other factors to get an aggregated estimate of risk.
D) Top down approaches to operational risk are based upon an analysis of key risk drivers, while bottom up approaches consider causality in risk scenarios.

5. The backtesting of VaR estimates under the Basel accord requires comparing the ex-ante VaR to:

A) hypothetical profit and loss keeping the positions constant
B) the Basel accord does not require banks to backtest VaR estimates
C) ex-ante VaR calculated for the subsequent periods
D) realized profit and loss for the period

Solutions: