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PRMIA 8008 Exam Syllabus Topics:

Section	Objectives
Asset-Liability Management (ALM)	- Liquidity risk management - Interest rate risk in the banking book (IRRBB)
Risk Management Frameworks	- Risk measurement and reporting frameworks - Enterprise risk management principles 1. Risk appetite and tolerance 2. Risk identification and assessment processes 3. Risk governance structure
Credit Risk	- Credit risk measurement and modeling 1. Loss given default (LGD) 2. Probability of default (PD) 3. Exposure at default (EAD) - Credit portfolio risk
Counterparty Risk	- Derivatives credit risk considerations - Netting and collateral management - Counterparty credit exposure
Funds Transfer Pricing (FTP)	- FTP methodologies - Internal pricing of funds and liquidity allocation
Market Risk	- Interest rate, equity, FX, and commodity risk - Market risk measurement techniques 1. Stress testing and scenario analysis 2. Value at Risk (VaR)
Operational Risk	- Operational risk types and sources - Operational risk management techniques 1. Risk and control self-assessment (RCSA) 2. Key risk indicators (KRI) 3. Loss event data collection

PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:

1. Which of the following statements is correct?

A) Market liquidity risks present themselves in the form of higher bid offer spreads
B) Market liquidity risk is idiosyncratic while funding liquidity risk is not
C) Dynamic simulations of liquidity needs require an assumption of counterparty risk remaining constant
D) Funding liquidity risks present themselves in the form of an adverse market impact on prices from a trade

2. If A and B be two debt securities, which of the following is true?

A) The probability of simultaneous default of A and B is greatest when their default correlation is negative
B) The probability of simultaneous default of A and B is greatest when their default correlation is 0
C) The probability of simultaneous default of A and B is greatest when their default correlation is +1
D) The probability of simultaneous default of A and B is not dependent upon their default correlations, but on their marginal probabilities of default

3. The standalone economic capital estimates for the three uncorrelated business units of a bank are $100, $200 and $150 respectively. What is the combined economic capital for the bank?

A) 21
B) 450
C) 72500
D) 269

4. The returns for a stock have a monthly volatilty of 5%. Calculate the volatility of the stock over a two month period, assuming returns between months have an autocorrelation of 0.3.

A) 10%
B) 7.071%
C) 8.062%
D) 5%

5. If EV be the expected value of a firm's assets in a year, and DP be the 'default point' per the KMV approach to credit risk, and be the standard deviation of future asset returns, then the distance-to-default is given by:
A)

B)

C)

D)