2026年国际风险管理师(PRM)考试题库（附答案和详细解析）（0424）.docxVIP

PRMExamPaper-RiskManagementSpecialist

一、单项选择题（共10题，每题1分，共10分）

WhatisValueatRisk(VaR)primarilyusedtomeasureinriskmanagement?

A.Operationalriskinbusinessprocesses

B.Marketriskinfinancialportfolios

C.Creditriskfromcounterpartydefaults

D.Liquidityriskduringmarketstress

答案:B

解析:VaRquantifiesthepotentiallossinvalueofaportfolioduetoadversemarketmovements,aligningwithmarketriskdefinition.OptionArelatestooperationalincidentslikefraud,whileCandDcovercreditdefaultsandfundingshortages,respectively—noneareVaR’sprimaryfocus.T