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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

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

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

2. For a FX forward contract, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) Right after inception
B) Indeterminate from the given information
C) At maturity
D) Roughlythree-quarters of the way towards maturity

3. A bank holds a portfolio ofcorporate bonds. Corporate bond spreads widen, resulting in a loss of value for the portfolio. This loss arises due to:

A) Credit risk
B) Liquidity risk
C) Counterparty risk
D) Market risk

4. For a corporate issuer, which of the following can be used to calculate market implied default probabilities?
I. CDS spreads
II. Bond prices
III. Credit rating issued by S&P
IV. Altman's scoring model

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

5. CreditRisk+, the actuarial model for calculating portfolio credit risk, is based upon:

A) the Poisson distribution
B) the log-normal distribution
C) the normal distribution
D) the exponential distribution

Solutions: