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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. The estimate of historical VaR at 99% confidence based on a set of data with 100 observations will end up being:

A) the weighted average of the top 2.33 observations
B) the worst single observation in the data set
C) None of the above
D) the extrapolated returns of the last 1.64 observations

2. Which of the following carry greater counterparty risk: a forward contract on a 10 year note, or a commercial paper carrying a AA credit rating with identical maturity and notional?

A) The commercial paper has greater credit risk as the entire notional is outstanding
B) Credit risk can not be compared in these terms
C) They both carry the same credit risk
D) The forward contract has greater credit risk as its future gains are unknown

3. A bank holds $10m of a corporate debt that it has purchased CDS protection against. What is the impact on the short term liquidity of the bank in the event of a default by the corporate on its bonds?

A) An immediate reduction in available liquidity
B) A short term increase in available liquidity
C) No impact
D) Cannot be determined without information on recovery rates

4. For a back office function processing 15,000 transactions a day with an error rate of 10 basis points, what is the annual expected loss frequency (assume 250 days in a year)

A) 37500
B) 3750
C) 375
D) 0.06

5. Company A issues bonds with a face value of $100m, sold at $98. Bank B holds $10m in face of these bonds acquired at a price of $70. Company A then defaults, and the recovery rate is expected to be 30%. What is Bank B's loss?

A) $2.1m
B) $4.9m
C) $4m
D) $7m

Solutions: