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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 CDS rate on a defaultable bond is approximated by which of the following expressions:

A) Hazard rate x Recovery rate
B) Hazard rate / (1 - Recovery rate)
C) Credit spread x Loss given default
D) Loss given default x Default hazard rate

2. For a 10 year interest rate swap, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) 10 years
B) 7 years
C) 2 years
D) Right after inception

3. The systemic manifestation of the liquidity crisis during the current credit crisis took many forms. Which of the following is not one of those forms?

A) Stress and large withdrawals from the money markets
B) Drying up of liquidity in the corporate bond markets
C) Drying up of liquidity in the cash market for treasury bonds
D) Drying up of liquidity in the wholesale money markets

4. Which of the following is NOT an approach used to allocate economic capital to underlying business units:

A) Fixed ratio economic capital contributions
B) Stand alone economic capital contributions
C) Marginal economic capital contributions
D) Incremental economic capital contributions

5. Under the CreditPortfolio View approach to credit risk modeling, which of the following best describes the conditional transition matrix:

A) The conditional transition matrix is the unconditional transition matrix adjusted for the state of the economy and other macro economic factors being modeled
B) The conditional transition matrix is the transition matrix adjusted for the distribution of the firms' asset returns
C) The conditional transition matrix is the unconditional transition matrix adjusted for probabilities of defaults
D) The conditional transition matrix is the transition matrix adjusted for the risk horizon being different from that of the transition matrix

Solutions: