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最新的 PRM Certification 8010 免費考試真題:

1. Which of the following statements is true:
I. Recovery rate assumptions can be easily made fairly accurately given past data available from credit rating agencies.
II. Recovery rate assumptions are difficult to make given the effect of the business cycle, nature of the industry and multiple other factors difficult to model.
III. The standard deviation of observed recovery rates is generally very high, making any estimate likely to differ significantly from realized recovery rates.
IV. Estimation errors for recovery rates are not a concern as they are not directionally biased and will cancel each other out over time.

A) II and IV
B) I, II and IV
C) II and III
D) III and IV

2. Once the frequency and severity distributions for loss events have been determined, which of the following is an accurate description of the process to determine a full loss distribution for operational risk?

A) A firm wide operational risk distribution is generated using Monte Carlo simulations
B) The frequency distribution alone forms the basis for the loss distribution for operational risk
C) A firm wide operational risk distribution is generated by adding together the frequency and severity distributions
D) A firm wide operational risk distribution is set to be equal to the product of the frequency and severity distributions

3. Which of the following statements are true:
I. Capital adequacy implies the ability of a firm to remain a going concern II. Regulatory capital and economic capital are identical as they target the same objectives III. The role of economic capital is to provide a buffer against expected losses IV. Conservative estimates of economic capital are based upon a confidence level of 100%

A) I
B) I, III and IV
C) III
D) I and III

4. Changes in which of the following do not affect the expected default frequencies (EDF) under the KMV Moody's approach to credit risk?

A) Changes in the risk free rate
B) Changes in the debt level
C) Changes in the firm's market capitalization
D) Changes in asset volatility

5. Which of the following can be used to reduce credit exposures to a counterparty:
I. Netting arrangements
II. Collateral requirements
III. Offsetting tradeswith other counterparties
IV. Credit default swaps

A) I, II and IV
B) III and IV
C) I and II
D) I, II, III and IV

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