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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Loss provisioning is intended to cover:

A) Losses in excessof unexpected losses
B) Both expected and unexpected losses
C) Unexpected losses
D) Expected losses

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

3. Which of the following statements is true:
I. Expected credit losses are charged to the unit's P&L while unexpected losses hit risk capital reserves.
II. Credit portfolio loss distributions are symmetrical
III. For a bank holding $10m in face of a defaulted debt that it acquired for $2m, the bank's legal claim in the bankruptcy court will be $10m.
IV. Thelegal claim in bankruptcy court for an over the counter derivatives contract will be the notional value of the contract.

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

4. The Altman credit risk score considers:

A) A quadratic approximation of the credit risk based on underlying risk factors
B) A historical database of the firms that have defaulted
C) A historical database of the firms that have survived
D) A combination of accounting measures and market values

5. For a loan portfolio, unexpected losses are charged against:

A) Credit reserves
B) Economic capital
C) Economic credit capital
D) Regulatory capital

Solutions: