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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. What ensures that firms are not able to selectively default on some obligations without being considered in default on the others?

A) Cross-default clauses in debt covenants
B) Exchange listing requirements
C) The bankruptcy code
D) Chapter 11 regulations

2. Which of the beloware a way to classify risk governance structures:

A) Active and Passive
B) Committee based, regulation based and board mandated
C) Top-down and Bottom-up
D) Reactive, Preventative and Active

3. The loss severity distribution for operational risk loss events is generally modeled by which of the following distributions:
I. the lognormal distribution
II. The gamma density function
III. Generalized hyperbolic distributions
IV. Lognormal mixtures

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

4. The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?

A) $14,736, historical simulation VaR
B) $4,660, parametric VaR
C) $14,736, parametric VaR
D) $4,660, Monte Carlo simulation VaR

5. Under thebasic indicator approach to determining operational risk capital, operational risk capital is equal to:

A) 15% of the average net income (considering only thepositive years) of the past three years
B) 25% of the average gross income (considering only the positive years) of the past three years
C) 15% of the average gross income (considering only the positive years) of the past three years
D) 15% of the average gross income of the past five years

Solutions: