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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 zero coupon corporate bond maturing in an year has a probability of default of 5% and yields 12%. The recovery rate is zero. What is the risk free rate?

A) 6.40%
B) 5.26%
C) 5.00%
D) 7.00%

2. If E denotes the expected value of a loan portfolio at the end on one year and U the value of the portfolio in the worst case scenario at the 99% confidence level, which of the following expressions correctly describes economic capital required in respect of credit risk?

A) U
B) U/E
C) E
D) E - U

3. Under the contingent claims approach to measuring credit risk, which of the following factors does NOT affect credit risk:

A) Volatility of the firm's asset values
B) Maturity of the debt
C) Cash flows of the firm
D) Leverage in the capital structure

4. An investor holds a bond portfolio with three bonds with a modified duration of 5, 10 and 12 years respectively. The bonds are currently valued at $100, $120 and $150. If the daily volatility of interest rates is
2%, what is the 1-day VaR of the portfolio at a 95% confidence level?

A) 163.11
B) 370
C) 165
D) 115.51

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

A) 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
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) Location of a portfolio's assets in a single country but spread across different industries

Solutions: