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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following does not affect the credit risk facing a lender institution?

A) The applicability or otherwise of mark tomarket accounting to the institution
B) The state of the economy
C) Credit ratings of individual borrowers
D) The degree of geographical or sectoral concentration in the loan book

2. When pricing credit risk for an exposure, which of the following is a better measure than the others:

A) Expected Exposure (EE)
B) Mark-to-market
C) Potential Future Exposure (PFE)
D) Notional amount

3. Which of the following distributions is generally not used for frequency modeling for operational risk

A) Binomial
B) Gamma
C) Poisson
D) Negative binomial

4. Which of the following formulae correctly describes Component VaR. (p refers to the portfolio, and i is the i-th constituent of the portfolio. MVaR means Marginal VaR, and other symbols have their usual meanings.)

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

5. Economic capital under the Earnings Volatility approach is calculated as:

A) [Expected earningsless Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm
B) Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm
C) Expected earnings/Specific risk premium for the firm
D) Expected earnings/Required rate of return for the firm

Solutions: