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8008 Exam Dumps : PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition

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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

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Question 1

Which of the following represent the parameters that define a VaR estimate?

Options:

A.

trading position and distribution assumption

B.

confidence level and the underlying stochastic process

C.

confidence level, the holding period and expected volatility

D.

confidence level and the holding period

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Question 2

Which of the following is NOT true in respect of bilateral close out netting:

Options:

A.

The net amount due is immediately receivable or payable

B.

All transactions are immediately closed out upon the occurrence of a credit event for either of the counterparties

C.

All transactions are netted against each other

D.

Transactions are separated by transaction type and immediately settled separately at each's replacement value

Question 3

If the loss given default is denoted by L, and the recovery rate by R, then which of the following represents the relationship between loss given default and the recovery rate?

Options:

A.

L = 1 + R

B.

R = 1 + L

C.

R = 1 / L

D.

R = 1 - L

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