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PRMIA 8008 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Topic 1: Risk Management Frameworks | 20% | - Regulatory Frameworks & Basel Accords - Risk Governance & Culture - Risk Measurement Methodologies - Enterprise Risk Management Principles |
| Topic 2: Operational Risk | 20% | - Risk Identification & Assessment - Capital Requirements & Advanced Measurement Approaches - Control & Mitigation Techniques - Definition & Scope |
| Topic 3: Credit Risk | 20% | - Loss Given Default & Credit Valuation Adjustment - Credit Risk Concepts - Exposure & Probability of Default - Credit Risk Modeling & Capital Calculation |
| Topic 4: ALM & FTP | 10% | - Interest Rate Risk in the Banking Book - Liquidity Risk Management - Funds Transfer Pricing Methodology & Application - Asset-Liability Management Principles |
| Topic 5: Market Risk | 15% | - Value-at-Risk (VaR) & Stress Testing - Interest Rate, Equity, FX & Commodity Risk - Regulatory Capital for Market Risk - Market Risk Factors & Drivers |
| Topic 6: Counterparty Risk | 15% | - Potential Future Exposure - Credit Value Adjustment (CVA) & Wrong-way Risk - Netting, Collateral & Margining - Counterparty Credit Risk Fundamentals |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
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
Correct Answer: D 🗳️
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Which of the following statements is true in relation to a normal mixture distribution:
I. Normal mixtures represent one possible solution to the problem of volatility clustering II. A normal mixture VaR will always be greater than that under the assumption of normally distributed returns III. Normal mixtures can be applied to situations where a number of different market scenarios with different probabilities can be expected
- A. I and II
- B. II and III
- C. III
- D. I, II and III
Correct Answer: C 🗳️
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The EWMA and GARCH approaches to volatility clustering can be applied to VaR calculations using:
- A. all of the above
- B. analytical VaR
- C. Monte Carlo simulations
- D. historical simulations
Correct Answer: A 🗳️
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Which of the following are valid approaches to leveraging external loss data for modeling operational risks:
I. Both internal and external losses can be fitted with distributions, and a weighted average approach using these distributions is relied upon for capital calculations.
II. External loss data is used to inform scenario modeling.
III. External loss data is combined with internal loss data points, and distributions fitted to the combined data set.
IV. External loss data is used to replace internal loss data points to create a higher quality data set to fit distributions.
- A. All of the above
- B. I and III
- C. II and IV
- D. I, II and III
Correct Answer: D 🗳️
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Which of the following are valid criticisms of value at risk:
I. There are many risks that a VaR framework cannot model
II. VaR does not consider liquidity risk
III. VaR does not account for historical market movements
IV. VaR does not consider the risk of contagion
- A. All of the above
- B. I and III
- C. I, II and IV
- D. II and IV
Correct Answer: C 🗳️
Explanation: Only visible for Dumps4PDF members. You can sign-up / login (it's free).
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