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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 is a most complete measure of the liquidity gap facing a firm?

A) Marginal liquidity gap
B) Cumulative liquidity gap
C) Residual liquidity gap
D) Liquidity at Risk

2. Economic capital under the Earnings Volatility approach is calculated as:

A) Expected earnings/Required rate of return for the firm
B) Expected earnings/Specific risk premium for the firm
C) Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm
D) [Expected earnings less Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm

3. Which of the following statements is true?

A) Only the drawn portions of credit facilities extended to clients by a bank count towards its liquidity exposure
B) Deterioration in the balance sheets of key counterparties is a concern for a liquidity manager even though it may not immediately affect a firm
C) Under times of liquidity stress, both prepayments of loans extended and expected withdrawals from on-demand deposits will decrease
D) For an issuer of life insurance policies, longevity risk can lead to reserves falling short of payments due

4. A Bank Holding Company (BHC) is invested in an investment bank and a retail bank. The BHC defaults for certain if either the investment bank or the retail bank defaults. However, the BHC can also default on its own without either the investment bank or the retail bank defaulting. The investment bank and the retail bank's defaults are independent of each other, with a probability of default of 0.05 each. The BHC's probability of default is 0.11.
What is the probability of default of both the BHC and the investment bank? What is the probability of the BHC's default provided both the investment bank and the retail bank survive?

A) 0.08 and 0.0475
B) 0.11 and 0
C) 0.05 and 0.0125
D) 0.0475 and 0.10

5. Which of the following statements are true:
I. Common scenarios for stress tests include the 1997 Asian crisis, the Russian default in 1998 and other well known economic stress situations.
II. Stress tests provide the assurance that an institution's worst case losses will be covered.
III. Performing stress tests is highly recommended but is not mandated under Basel II.
IV. Historical events can be modeled quite accurately as they have defined start and end dates.

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

Solutions: