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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 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

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Question 2

Which of the formulae below describes incremental VaR where a new position 'm' is added to the portfolio? (where p is the portfolio, and V_i is the value of the i-th asset in the portfolio. All other notation and symbols have their usual meaning.)

A)

B)

C)

D)

Options:

A.

Option A

B.

Option B

C.

Option C

D.

Option D

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

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