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最新的 PRM 8004 免費考試真題:
1. What was the main type of risk that Metallgesellschaft was exposed to?
A) Inflation
B) Basis Risk
C) Currency Settlement
D) Interest Rate
2. Which of the following is part of the Group of 30 Report's market risk and stress testing recommendations?
A) Historic simulations are not effective methods of stress testing
B) Market risk VaR measures should be multiplied by 3 to get to a stress test figure, as long as the VaR model has been back-tested
C) Stress tests should incorporate changes in liquidity
D) To be consistent with regulatory capital measures, 10-day holding periods should be standardized for VaR reporting
3. Which US regulatory authority resolved the restructuring of Washington Mutual?
A) The Office of Thrift Supervision
B) None of the above
C) The Federal Reserve Bank
D) Federal Deposit Insurance Corporation
4. When Fannie Mae and Freddie Mac were taken under US government conservatorship, which of the following was not included within their operating mandate?
A) Fannie Mae and Freddie Mac will continue to buy home loans from banks to repackage them as mortgage-backed securities
B) There was a 2 year limit to the conservatorship
C) The US government will buy mortgage-backed securities in the open market as needed
D) The US government will provide capital as needed in return for preferred shares in the companies
5. According to PRMIA governance principles, boards and audit committees should ...
A) Review compensation plans to ensure consistency with corporate risk appetite, competitive market conditions, and fiduciary responsibility to shareholders
B) Leave shareholder accountability to senior management who decides strategic direction
C) Collectively assume responsibility of understanding and reporting the effectiveness of the firm risk management infrastructure
D) Be composed of key business unit representatives
問題與答案:
| 問題 #1 答案: B | 問題 #2 答案: C | 問題 #3 答案: A | 問題 #4 答案: B | 問題 #5 答案: A |


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