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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Under the KMV Moody's approach to calculating expectingdefault frequencies (EDF), firms' default on obligations is likely when:

A) asset values reach a level between short term debt and total liabilities
B) expected asset values one year hence are below total liabilities
C) asset values reach a level below totalliabilities
D) asset values reach a level below short term debt

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

3. According to the Basel framework, shareholders' equity and reserves are considered a part of:

A) Tier 2 capital
B) Tier 1 capital
C) Tier 3 capital
D) All of the above

4. Under the credit migration approach to assessing portfolio credit risk, which of the following are needed to generate adistribution of future portfolio values?

A) A specified risk horizon
B) A rating migration matrix
C) The forward yield curve
D) All of the above

5. Which of the following are valid approaches to leveraging external loss data for modeling operational risks:
I. Both internal and external losses can be fitted with distributions,and a weighted average approach using these distributions is relied upon for capital calculations.
II. External loss data is used to inform scenario modeling.
III. External loss data is combined with internal loss data points, and distributions fitted to the combined data set.
IV. External loss data is used to replace internal loss data points to create a higher quality data set to fit distributions.

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

Solutions: