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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following statements are true:
I. Capital adequacy implies the ability of a firm to remain a going concern II. Regulatory capital and economic capital are identical as they target the same objectives III. The role of economic capital is to provide a buffer against expected losses IV. Conservative estimates of economic capital are based upon a confidence level of 100%

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

2. There are two bonds in a portfolio, each with a market value of $50m. The probability of default of the two bonds are 0.03 and 0.08 respectively, over a one year horizon. If the default correlation is 25%, what is the one year expected loss on this portfolio?

A) $11m
B) $5.5mc
C) $1.38m
D) $5.26m

3. 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 degree of geographical or sectoral concentration in the loan book
C) The state of the economy
D) Credit ratings of individual borrowers

4. Under the contingent claims approach to measuring credit risk, which of the following factors does NOT affect credit risk:

A) Volatility of the firm's asset values
B) Leverage in the capital structure
C) Maturity of the debt
D) Cash flows of the firm

5. Which of the following best describes the concept of marginalVaR of an asset in a portfolio:

A) Marginal VaR describes the change in total VaR resulting from a $1 change in the value of the asset in question.
B) Marginal VaR is the contribution of the asset to portfolio VaR in a way that the sum of such calculations for all the assets in the portfolio adds up to the portfolio VaR.
C) Marginal VaR is the change in the VaR estimate for the portfolio as a result of including the asset in the portfolio.
D) Marginal VaR is the value of the expected losses on occasions where the VaR estimate is exceeded.

Solutions: