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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

Question 1

A corporate bond has a cumulative probability of default equal to 20% in the first year, and 45% in the second year. What is the monthly marginal probability of default for the bond in the second year, conditional on there beingno default in the first year?

A. 31.25%
B. 15.00%
C. 2.60%
D. 3.07%

Question 2

A long position in a creditsensitive bond can be synthetically replicated using:

A. a short position in a treasury bond and a long position in a CDS
B. a long position in a treasury bond and a short position in a CDS
C. a short position in a treasury bond and a short position in a CDS
D. a long position in a treasury bond and a long position in a CDS

Question 3

Under the standardized approach to calculating operational risk capital under Basel II, negative regulatory capital charges for any of the business units:

A. Should be ignored completely
B. Should be offset againstpositive capital charges from other business units
C. Should be included after ignoring the negative sign
D. Should be excluded from capital calculations

Question 4

Which of the following statements is true
I. If no loss data is available, good quality scenarios can be used to model operational risk II. Scenario data can be mixed with observed loss data for modeling severity and frequency estimates III. Severity estimates should not be created by fitting models to scenario generated loss data points alone IV. Scenario assessments should only be used as modifiers to ILD or ELD severity models.

A. III and IV
B. I
C. All statements are true
D. I and II

Question 5

Financial institutions need to take volatility clustering into account:
I. To avoid taking on an undesirable level of risk
II. To know the right level of capital they need to hold
III. To meet regulatory requirements
IV. To account for mean reversion in returns

A. I & II
B. I, II and III
C. II, III and IV
D. I, II and IV

Solutions: