Try and practice the latest PRMIA : 8008 real questions & answers
Last Updated: Sep 12, 2026
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PRMIA 8008 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Counterparty Risk | - Counterparty credit exposure - Derivatives credit risk considerations - Netting and collateral management |
| Operational Risk | - Operational risk types and sources - Operational risk management techniques
|
| Market Risk | - Market risk measurement techniques
|
| Risk Management Frameworks | - Risk measurement and reporting frameworks - Enterprise risk management principles
|
| Funds Transfer Pricing (FTP) | - FTP methodologies - Internal pricing of funds and liquidity allocation |
| Credit Risk | - Credit risk measurement and modeling
|
| Asset-Liability Management (ALM) | - Liquidity risk management - Interest rate risk in the banking book (IRRBB) |
PRMIA PRM Certification - Exam III: Risk Management Frameworks, Operational Risk, Credit Risk, Counterparty Risk, Market Risk, ALM, FTP - 2015 Edition Sample Questions:
A stock that follows the Weiner process has its future price determined by:
- A. its current price, expected return and standard deviation
- B. its expected return alone
- C. its expected return and standard deviation
- D. its standard deviation and past technical movements
Correct Answer: A 🗳️
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The minimum 'multiplication factor' to be applied to VaR calculations for calculating the capital requirements for the trading book per Basel II is equal to:
- A. 1
- B. 2
- C. 4
- D. 3
Correct Answer: D 🗳️
Explanation: Only visible for Actual4Cert members. You can sign-up / login (it's free).
For the purposes of calculating VaR, an interest rate swap can be modeled as a combination of:
- A. a zero coupon bond and an interest rate swap
- B. a fixed rate bond and a zero coupon bond
- C. two zero coupon bonds
- D. a fixed coupon bond and a floating rate note
Correct Answer: D 🗳️
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Under the ISDA MA, which of the following terms best describes the netting applied upon the bankruptcy of a party?
- A. Chapter 11
- B. Multilateral netting
- C. Closeout netting
- D. Payment netting
Correct Answer: C 🗳️
Explanation: Only visible for Actual4Cert members. You can sign-up / login (it's free).
The daily VaR of an investor's commodity position is $10m. The annual VaR, assuming daily returns are independent, is ~$158m (using the square root of time rule). Which of the following statements are correct?
I. If daily returns are not independent and show mean-reversion, the actual annual VaR will be higher than
$158m.
II. If daily returns are not independent and show mean-reversion, the actual annual VaR will be lower than
$158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be higher than $158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be lower than $158m.
- A. I and III
- B. II and III
- C. I and IV
- D. II and IV
Correct Answer: B 🗳️
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