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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. A portfolio has two loans, A and B, each worth $1m. The probability of default of loan A is 10% and that of loan B is 15%. The probability of both loans defaulting together is 1%. Calculate the expected loss on the portfolio.

A) 250000
B) 500000
C) 1000000
D) 240000

2. The standard error of a Monte Carlo simulation is:

A) Zero
B) None of the above
C) C
D) The same as that for a lognormal distribution
E) Proportional to the inverse of the square root of the sample size

3. Which of the following cannot be used as an internal credit rating model to assess an individual borrower:

A) Distance to default model
B) Probit model
C) Altman's Z-score
D) Logit model

4. Changes in which of the following do not affect the expected default frequencies (EDF) under the KMV Moody's approach to credit risk?

A) Changes in the firm's market capitalization
B) Changes in the risk free rate
C) Changes in the debt level
D) Changes in asset volatility

5. As part of designing a reverse stress test, at what point should a bank's business plan be considered unviable (ie the point where it can be considered to have failed)?

A) Where EBITDA for the year is forecast to be negative
B) Where large known losses have been incurred on the bank's positions
C) When the realization of risks leads market participants to lose confidence in the bank as a counterparty or a business worthy of funding
D) When the regulatory capital of the bank has been exhausted

Solutions: