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PRMIA Mathematical Foundations of Risk Measurement – 2015 Edition Exam Questions

Exam Name: Mathematical Foundations of Risk Measurement – 2015 Edition
Exam Code: Mathematical Foundations of Risk Measurement – 2015 Edition
Related Certification(s): PRMIA Professional Risk Managers PRM Certification
Certification Provider: PRMIA
Number of Mathematical Foundations of Risk Measurement – 2015 Edition practice questions in our database: 132 (updated: Oct. 21, 2024)
Expected Mathematical Foundations of Risk Measurement – 2015 Edition Exam Topics, as suggested by PRMIA :
  • Topic 1: Finance Theory: This topic of the 8007 exam assesses risk managers on core financial principles and theories. Sub-topics include Arbitrage Pricing Theory, the CAPM, capital structures, and portfolio theory, critical for understanding asset pricing and performance measurement.
  • Topic 2: Financial Instruments: PRMIA risk managers must demonstrate knowledge of various financial instruments, including bonds, futures, swaps, and options. Understanding these instruments is vital for managing risk and executing effective trading strategies in complex financial environments.
  • Topic 3: Financial Markets: This topic examines the structure and functioning of financial markets. PRMIA risk managers will explore the roles of market participants, bond and stock markets, and foreign exchange markets, essential for understanding global financial dynamics.
  • Topic 4: Mathematical Foundations of Risk Measurement: The PRMIA 8007 exam tests risk managers on mathematical tools crucial for risk measurement. Sub-topics like algebra, calculus, probability, and regression analysis are keys for applying quantitative methods to finance and risk management scenarios.
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Hubert

3 days ago
I successfully passed the PRMIA exam, thanks to Pass4Success. There was a question about the components of a risk management framework, specifically focusing on operational risk. I was a bit unsure about the exact elements, but I still made it.
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Ettie

11 days ago
Aced PRMIA cert in record time. Pass4Success materials were a game-changer!
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Toi

17 days ago
Thrilled to share that I passed the exam! The practice questions from Pass4Success were a lifesaver. I remember a tricky question on the impact of interest rate changes on asset liability management. It was challenging, but I navigated through it.
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Marguerita

1 months ago
Passed thanks to Pass4Success's relevant exam questions! Their materials covered all these topics efficiently, saving valuable prep time. Highly recommended for quick, effective PRMIA exam preparation.
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Arminda

1 months ago
I just passed the PRMIA Mathematical Foundations of Risk Measurement exam! The Pass4Success practice questions were incredibly helpful. One question that stumped me was about calculating the Credit Value Adjustment (CVA) for counterparty credit risk. I wasn't entirely sure about the right approach, but I managed to get through it.
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Gwen

1 months ago
Just passed the PRMIA Mathematical Foundations exam! Thanks Pass4Success for the spot-on practice questions.
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Valentine

4 months ago
Just passed the PRMIA exam! Be prepared for questions on stochastic processes, especially Brownian motion and its applications in financial modeling. Practice solving problems involving the properties of normal distribution and its relationship to risk measures. Thanks to Pass4Success for their spot-on practice questions that helped me prepare efficiently in a short time.
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Free PRMIA Mathematical Foundations of Risk Measurement – 2015 Edition Exam Actual Questions

Note: Premium Questions for Mathematical Foundations of Risk Measurement – 2015 Edition were last updated On Oct. 21, 2024 (see below)

Question #1

A simple linear regression is based on 100 data points. The total sum of squares is 1.5 and the correlation between the dependent and explanatory variables is 0.5. What is the explained sum of squares?

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Correct Answer: D

Question #2

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

What is the value of the test statistic for the hypothesis that the coefficient of is less than 1?

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Correct Answer: B

Question #3

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates. What is the value of the test statistic for the hypothesis that the coefficient of is zero against the alternative that is less than zero?

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Correct Answer: D

Question #4

A linear regression gives the following output:

Figures in square brackets are estimated standard errors of the coefficient estimates.

Which of the following is an approximate 95% confidence interval for the true value of the coefficient of ?

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Correct Answer: C

Question #5

Which of the following is not a direct cause of autocorrelation or heteroskedasticity in the residuals of a regression model?

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Correct Answer: B

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