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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 loss severity distribution for operational risk loss events is generally modeled by which of the following distributions:
I. the lognormal distribution
II. The gamma density function
III. Generalized hyperbolic distributions
IV. Lognormal mixtures

A) I, II and III
B) I, II, III and IV
C) II and III
D) I and III

2. Which of the following statements are correct?
I. A reliance upon conditional probabilities and a-priori views of probabilities is called the 'frequentist' view II. Knightian uncertainty refers to things that might happen but for which probabilities cannot be evaluated III. Risk mitigation and risk elimination are approaches to reacting to identified risks IV. Confidence accounting is a reference to the accounting frauds that were seen in the past decade as a reflection of failed governance processes

A) All of the above
B) I and IV
C) II and III
D) II, III and IV

3. For a hypotherical UoM, the number of losses in two non-overlapping datasets is 24 and 32 respectively. The Pareto tail parameters for the two datasets calculated using the maximum likelihood estimation method are 2 and 3. What is an estimate of the tail parameter of the combined dataset?

A) 2.57
B) Cannot be determined
C) 3
D) 2.23

4. What is the risk horizon period used for credit risk as generally used for economic capital calculations and as required by regulation?

A) 10 years
B) 10 days
C) 1-day
D) 1 year

5. What does a middle office do for a trading desk?

A) Transaction data entry
B) Reconciliations
C) Operations
D) Risk analysis

Solutions: