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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:
Apr 3, 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 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 methods cannot be used to calculate Liquidity at Risk?

Options:

A.

Monte Carlo simulation

B.

Analytical or parametric approaches

C.

Historical simulation

D.

Scenario analysis

Question 3

Which of the following statements are true:

I. Shocks to risk factors should be relative rather than absolute if we wish to avoid a change in the sign of the risk factor.

II. Interest rate shocks are generally modeled as absolute shocks.

III. Shocks to volatility are generally modeled as absolute shocks.

IV. Shocks to market spreads are generally modeled as relative shocks.

Options:

A.

II and IV

B.

II only

C.

I, II and III

D.

I and II