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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following statements are true:
I. Capital adequacy implies the ability of a firm to remain a going concern II. Regulatory capital and economic capital are identical as they target the same objectives III. The role of economic capital is to provide a buffer against expected losses IV. Conservative estimates of economic capital are based upon a confidence level of 100%

A) I, III and IV
B) I
C) I and III
D) III

2. Which of the following statements is true:
I. Confidence levels for economic capital calculations are driven by desired credit ratings II. Loss distributions for operational risk are affected more by theseverity distribution than the frequency distribution III. The Advanced Measurement Approach (AMA) referred to in the Basel II standard is a type of a Loss Distribution Approach (LDA) IV. The loss distribution for operational risk under the LDA (Loss Distribution Approach) is estimated by separately estimating the frequency and severity distributions.

A) III and IV
B) I, III and IV
C) I and II
D) I, II and IV

3. Which of the following cannot be used as an internal credit rating model to assess an individual borrower:

A) Probit model
B) Distance to default model
C) Altman's Z-score
D) Logit model

4. Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. How returns are calculated, eg absoluted returns, log returns or relative/percentage returns II. Whether VaR is calculated based on historical simulation, Monte Carlo, or is computed parametrically III. Whether binary/digital options are included in the portfolio positions IV. How volatility is estimated

A) I and III
B) II and IV
C) All of the above
D) I, II and IV

5. The VaR of a portfolio at the 99% confidence level is $250,000 when mean return is assumed to be zero. If the assumption of zero returns is changed to an assumption of returns of $10,000, what is the revised VaR?

A) 260000
B) 240000
C) 226740
D) 273260

Solutions: