2022 PRMIA PRM Certification 8010試験問題集 - 100％合格|killtest
PRMIAオペレーショナルリスク管理認定でスキルを検証する場合は、killtestの有効なPRMIA 8010試験問題集を選択して認定を受けることができます。 PRMIA 8010試験問題集を使用すると、受験者は実際の試験に登録する前に学習とスキルセットを習得できます。オペレーショナルリスク管理（ORM）試験の質問と回答は非常に正確で、実際の試験問題と非常によく似ています。 必ずすべてのPRMIA 8010試験問題集を通過してください。ORM認定8010試験に自信を持って合格することができます。
A risk analyst attempting to model the tail of a loss distribution using EVT divides the available dataset into blocks of data, and picks the maximum of each block as a data point to consider.
Which approach is the risk analyst using?
A.Block Maxima approach
B.Peak-over-thresholds approach
C.Expected loss approach
D.Fourier transformation
Answer : A
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.The univariate Gaussian model fails to fit to the empirical distributions of risk factors, notably their fat tails and skewness.
B.Determining the covariance matrix becomes an extremely difficult task as the number of risk factors increases.
C.It cannot capture linear relationships between risk factors.
D.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.
Answer : C
As the persistence parameter under EWMA is lowered, which of the following would be true:
A.The model will react slower to market shocks
B.The model will react faster to market shocks
C.High variance from the recent past will persist for longer
D.The model will give lower weight to recent returns
Answer : B
Which of the following will be a loss not covered by operational risk as defined under Basel II?
A.Earthquakes
B.Fat finger losses
C.Systems failure
D.Strategic planning
Answer:D
Which of the following cannot be used as an internal credit rating model to assess an individual borrower?
A.Distance to default model
B.Probit model
C.Logit model
D.Altman's Z-score
Answer:A
Which of the following credit risk models includes a consideration of macro economic variables such asunemployment, balance of payments etc to assess credit risk?
A.KMV's EDF based approach
B.The CreditMetrics approach
C.The actuarial approach
D.CreditPortfolio View
Answer:D
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