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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. A financial institution is considering shedding a business unit to reduce its economic capital requirements.
Which of the following is an appropriate measure of theresulting reduction in capital requirements?

A) Proportionate capital for the business unit in consideration
B) Marginal capital for the business unit in consideration
C) Incremental capital for the business unit in consideration
D) Percentage of total gross income contributed by the business unit in question

2. Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. The confidence level and horizon
II. Whether portfolio valuation is based upon a delta-gamma approximation or a full revaluation III. Whether the VaR is to be disclosed in the quarterly financial statements IV. Whether a 10 day VaR will be calculated based on 10-day return periods, or for 1-day and scaled to 10 days

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

3. Which of the formulae below describes incremental VaR where a new position 'm' is added to the portfolio?
(where p is theportfolio, and V_i is the value of the i-th asset in the portfolio. All other notation and symbols have their usual meaning.) A)

B)

C)

D)

A) Option A
B) Option B
C) Option D
D) Option C

4. Which of the following is not a parameter to be determined by the risk manager that affects the level of economic credit capital:

A) Probability of default
B) Risk horizon
C) Definition of credit losses
D) Confidence level

5. If EV be the expected value of a firm's assets in a year, and DP be the 'default point' per the KMV approach to credit risk, and be the standard deviation of future asset returns, then the distance-to-default is given by:
A)

B)

C)

D)

A) Option A
B) Option B
C) Option D
D) Option C

Solutions: