PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition
Last Update 3 days ago
Total Questions : 362
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A portfolio has two loans, A and B, each worth $1m. The probability of default of loan A is 10% and that of loan B is 15%. The probability of both loans defaulting together is 1%. Calculate the expected loss on the portfolio.
Which of the following is not true about the ISDA master agreement (ISDA MA):
If A and B be two uncorrelated securities, VaR(A) and VaR(B) be their values-at-risk, then which of the following is true for a portfolio that includes A and B in any proportion. Assume the prices of A and B are log-normally distributed.
Which of the following is NOT true in respect of bilateral close out netting:
Which of the following should be included when calculating the Gross Income indicator used to calculate operational risk capital under the basic indicator and standardized approaches under Basel II?
Which of the following statements is true in relation to a normal mixture distribution:
I. The mixture will always have a kurtosis greater than a normal distribution with the same mean and variance
II. A normal mixture density function is derived by summing two or more normal distributions
III. VaR estimates for normal mixtures can be calculated using a closed form analytic formula
Which of the following event types is hacking damage classified under Basel II operational risk classifications?
A bank holds a portfolio of corporate bonds. Corporate bond spreads widen, resulting in a loss of value for the portfolio. This loss arises due to:
If the annual variance for a portfolio is 0.0256, what is the daily volatility assuming there are 250 days in a year.
TESTED 04 Dec 2024
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