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最新的 PRM Certification 8008 免費考試真題:

1. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

A) I and IV
B) II and III
C) All of the above
D) I, II and III

2. Company A issues bonds with a face value of $100m, sold at $98. Bank B holds $10m in face of these bonds acquired at a price of $70. Company A then defaults, and the recovery rate is expected to be 30%. What is Bank B's loss?

A) $2.1m
B) $4.9m
C) $4m
D) $7m

3. 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.

4. Which of the following is not true about the ISDA master agreement (ISDA MA):

A) The ISDA MA describes the close out process
B) All transactions under the ISDA MA are considered separate obligations
C) The CSA (Credit Support Annex) is one of the parts of the ISDA MA
D) The ISDA MA describes events of default, and termination events

5. Which of the following are considered counterparty based credit enhancements?
I. Collateral
II. Credit default swaps
III. Close out netting arrangements
IV. Guarantees

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

問題與答案：