Total 242 Questions |
Updated On: Jun 04, 2025
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Free PRMIA 8010 Exam Questions
Become PRMIA Certified with updated 8010 exam questions and correct answers
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Question 1
Whichof 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. Acorrelation matrix is constructed using historical scenarios
IV. It particularly suits new products that may not have a long time series of historical data available
Answer: A
Question 2
Which of the following statements are true:
I. Credit risk and counterparty risk are synonymous
II. Counterparty risk is the contingent risk from a counterparty's default in derivative transactions
III. Counterparty risk is the risk of a loan default or the risk from moneys lent directly
IV. The exposure at default is difficult to estimate for credit risk as it depends upon market movements
Answer: C
Question 3
A bullet bond and an amortizing loan are issued at the same time with the same maturity and with the same principal. Which of these would have a greater credit exposure halfway through their life?
Answer: D
Question 4
The risk that a counterparty fails to deliver its obligation upon settlement while having received the leg owed
to it is called:
Answer: D
Question 5
For a hypotherical UoM, the number of losses in two non-overlapping datasets is 24 and 32 respectively. The Pareto tail parameters for the two datasets calculated using the maximum likelihood estimation method are 2 and 3. What is an estimate of the tail parameter of the combined dataset?
Answer: A
Page: 1
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Total 242 Questions |
Updated On: Jun 04, 2025
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