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PRMIA 8008 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Risk Management Frameworks | 20% | - Risk Measurement Methodologies - Regulatory Frameworks & Basel Accords - Risk Governance & Culture - Enterprise Risk Management Principles |
| Market Risk | 15% | - Market Risk Factors & Drivers - Regulatory Capital for Market Risk - Value-at-Risk (VaR) & Stress Testing - Interest Rate, Equity, FX & Commodity Risk |
| Credit Risk | 20% | - Exposure & Probability of Default - Credit Risk Modeling & Capital Calculation - Credit Risk Concepts - Loss Given Default & Credit Valuation Adjustment |
| Operational Risk | 20% | - Capital Requirements & Advanced Measurement Approaches - Definition & Scope - Control & Mitigation Techniques - Risk Identification & Assessment |
| Counterparty Risk | 15% | - Credit Value Adjustment (CVA) & Wrong-way Risk - Netting, Collateral & Margining - Counterparty Credit Risk Fundamentals - Potential Future Exposure |
| ALM & FTP | 10% | - Interest Rate Risk in the Banking Book - Funds Transfer Pricing Methodology & Application - Asset-Liability Management Principles - Liquidity Risk Management |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
CreditRisk+, the actuarial model for calculating portfolio credit risk, is based upon:
- A. the log-normal distribution
- B. the normal distribution
- C. the exponential distribution
- D. the Poisson distribution
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Which of the following statements is true in respect of different approaches to calculating VaR?
I. Linear or parametric VaR does not take correlations into account
II. For large portfolios with little or no optionality or other non-linear attributes, parametric VaR is an efficient approach to calculating VaR III. For large portfolios with complex sources of risk and embedded optionalities, the full revaluation method of calculating VaR should be preferred IV. Delta normal local revaluation based VaR is suitable for fixed income and option portfolios only
- A. I and IV
- B. III only
- C. II and III
- D. I, II, III and IV
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The minimum 'multiplication factor' to be applied to VaR calculations for calculating the capital requirements for the trading book per Basel II is equal to:
- A. 3
- B. 1
- C. 4
- D. 2
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Which of the following are valid techniques used when performing stress testing based on hypothetical test scenarios:
I. Modifying the covariance matrix by changing asset correlations
II. Specifying hypothetical shocks
III. Sensitivity analysis based on changes in selected risk factors
IV. Evaluating systemic liquidity risks
- A. I and II
- B. II, III and IV
- C. I, II and III
- D. I, II, III and IV
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If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?
- A. 60.65%
- B. 50.00%
- C. 59.05%
- D. 39.35%
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