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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Risk Management Frameworks | - Enterprise Risk Management Principles - Governance and Risk Culture |
| Topic 2: Operational Risk | - Operational Risk Measurement and Controls - Operational Risk Identification and Assessment |
| Topic 3: Funds Transfer Pricing (FTP) | - FTP Framework and Methodologies - FTP Implementation and Governance |
| Topic 4: Asset-Liability Management (ALM) | - Interest Rate Risk in the Banking Book - Liquidity and Funding Risk Management |
| Topic 5: Credit Risk | - Credit Risk Mitigation and Management - Credit Risk Analysis and Measurement |
| Topic 6: Market Risk | - Market Risk Models and VAR - Market Risk Measurement Techniques |
| Topic 7: Counterparty Risk | - Counterparty Exposure and Collateral Management - Pre-Settlement and Settlement Risk |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
What is the annualized steady state volatility under a GARCH model where alpha is 0.1, beta is 0.8 and omega is 0.00025?
- A. 0.05
- B. 0.1
- C. 0.08
- D. 0.0025
Correct Answer: A 🗳️
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Which of the following are likely to be useful to a risk manager analyzing liquidity risk for an international bank?
I. Information on liquidity mismatches
II. Funding concentration
III. Lending concentration
IV. A report on illiquid assets
- A. I, II, III and IV
- B. III and IV
- C. I, II and IV
- D. I and II
Correct Answer: A 🗳️
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Loss from a lawsuit from an employee due to physical harm caused while at work is categorized per Basel II as:
- A. Damage to physical assets
- B. Employment practices and workplace safety
- C. Execution delivery and process management
- D. Unsafe working environment
Correct Answer: B 🗳️
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Which of the following statements are true:
I. A transition matrix is the probability of a security migrating from one rating class to another during its lifetime.
II. Marginal default probabilities refer to probabilities of default in a particular period, given survival at the beginning of that period.
III. Marginal default probabilities will always be greater than the corresponding cumulative default probability.
IV. Loss given default is generally greater when recovery rates are low.
- A. I and IV
- B. II and IV
- C. I and III
- D. I, III and IV
Correct Answer: B 🗳️
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The diversification effect is responsible for:
- A. VaR being applicable only to short term horizons
- B. the sub-additivity property of market risk VaR assessments
- C. total VaR numbers being greater than the sum of the individual VaRs for underlying portfolios
- D. the super-additivity property of market risk VaR assessments
Correct Answer: B 🗳️
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