PRMIA 8010 : Operational Risk Manager (ORM) Exam

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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. The Options Theoretic approach to calculating economic capital considers the value of capital as being equivalent to a call option with a strike price equal to:

A) The notional value ofthe debt
B) The value of the assets
C) The value of the firm
D) The market value of the debt

2. The capital adequacy ratio applied to risk weighted assets for the calculation of capital requirements for credit risk per Basel II is:

A) 150%
B) 12.5%
C) 100%
D) 8%

3. Which of the following is true in relation to the application of Extreme Value Theory when applied to operational risk measurement?
I. EVT focuses on extreme losses that are generally not covered by standard distribution assumptions II. EVT considers the distribution of losses in the tails III. The Peaks-over-thresholds (POT) and the generalized Pareto distributions are used to model extreme value distributions IV. EVT is concerned with average losses beyond a given level of confidence

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

4. A bank extends a loan of $1m to a home buyer to buy a house currently worth $1.5m, with the house serving as the collateral. The volatility of returns (assumed normally distributed) on house prices in that neighborhood is assessed at 10% annually. The expected probability of default of the home buyer is 5%.
What is the probability that the bank will recover less than the principal advanced on this loan; assuming the probability of the home buyer's default is independent of the value of the house?

A) Less than 1%
B) More than 5%
C) More than 1%
D) 0

5. Random recovery rates in respectof credit risk can be modeled using:

A) the normal distribution
B) the beta distribution
C) the binomial distribution
D) the omega distribution

Solutions: