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最新的 PRM Certification 8010 免費考試真題:

1. For a FX forward contract, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) At maturity
B) Roughlythree-quarters of the way towards maturity
C) Indeterminate from the given information
D) Right after inception

2. Which of the following is not a limitation of the univariate Gaussian model to capture the codependence structure between risk factros used for VaR calculations?

A) A single covariance matrix is insufficient to describe the fine codependence structure among risk factors as non-linear dependencies or tail correlations are not captured.
B) The univariate Gaussian model fails to fit to the empirical distributions of risk factors, notably their fat tails and skewness.
C) Determining the covariance matrix becomes an extremely difficult task as the number of risk factors increases.
D) It cannot capture linear relationships between risk factors.

3. A portfolio has two loans, A and B, each worth $1m. The probability of default of loan A is 10% and that of loan B is 15%. Theprobability of both loans defaulting together is 1%. Calculate the expected loss on the portfolio.

A) 1000000
B) 240000
C) 250000
D) 500000

4. The CDS quote for the bonds of Bank X is 200 bps. Assuming a recovery rate of 40%, calculate the default hazard rate priced in the CDS quote.

A) 0.80%
B) 5.00%
C) 2.00%
D) 3.33%

5. The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?

A) $4,660, parametric VaR
B) $4,660, Monte Carlo simulation VaR
C) $14,736, parametric VaR
D) $14,736, historical simulation VaR

問題與答案：

問題 #1 答案： A

問題 #2 答案： D

問題 #3 答案： C

問題 #4 答案： D

問題 #5 答案： C