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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

Question 1

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

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Question 2

As part of designing a reverse stress test, at what point should a bank's business plan be considered unviable (ie the point where it can be considered to have failed)?

Options:

A.

Where EBITDA for the year is forecast to be negative

B.

Where large known losses have been incurred on the bank's positions

C.

When the regulatory capital of the bank has been exhausted

D.

When the realization of risks leads market participants to lose confidence in the bank as a counterparty or a business worthy of funding

Question 3

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