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

2. Which of the following credit risk models relies upon the analysis of credit rating migrations to assess credit risk?

A) The CreditMetrics approach
B) KMV's EDF based approach
C) The contingent claims approach
D) The actuarial approach

3. 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, II, III and IV
C) I and II
D) I and III

4. Which of the following is not an example of a risk concentration?

A) Location of a portfolio's assets in a single country but spread across different industries
B) Material amounts of treasury obligations held as collateral provided by a single counterparty
C) Large combined positions in assets affected by different risk factors that are highly correlated
D) Origination of a large number of SIVs with exposures to the same asset class, where the SIVs are separate legal entities without recourse to the originator

5. Which of the following statements are correct in relation to the financial system just prior to the current financial crisis:
I. The system was robust against small random shocks, but not against large scale disturbances to key hubs in the network II. Financial innovation helped reduce the complexity of the financial network III. Knightian uncertainty refers to risk that can be quantified and measured IV. Feedback effects under stress accentuated liquidity problems

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

Solutions: