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PRMIA 8008 Exam With Confidence Using Practice Dumps

Exam Code:
8008
Exam Name:
PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition
Certification:
Vendor:
Questions:
362
Last Updated:
Aug 27, 2025
Exam Status:
Stable
PRMIA 8008

8008: PRM Certification Exam 2025 Study Guide Pdf and Test Engine

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

Question 1

Which of the following statements are true in relation to Historical Simulation VaR?

I. Historical Simulation VaR assumes returns are normally distributed but have fat tails

II. It uses full revaluation, as opposed to delta or delta-gamma approximations

III. A correlation matrix is constructed using historical scenarios

IV. It particularly suits new products that may not have a long time series of historical data available

Options:

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Question 2

The VaR of a portfolio at the 99% confidence level is $250,000 when mean return is assumed to be zero. If the assumption of zero returns is changed to an assumption of returns of $10,000, what is the revised VaR?

Options:

A.

240000

B.

226740

C.

273260

D.

260000

Question 3

Which of the following correctly describes survivorship bias:

Options:

A.

Survivorship bias is the negative skew in returns data resulting from credits that have survived despite a high probability of default

B.

Survivorship bias refers to prudent and conservative risk management

C.

Survivorship bias is the tendency for failed companies, markets or investments to be excluded from performance data.

D.

Survivorship bias is the positive tail risk that ensures survival over the long run