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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. When pricing credit risk for an exposure, which of the following is a better measure than the others:

A) Notional amount
B) Potential Future Exposure (PFE)
C) Mark-to-market
D) Expected Exposure (EE)

2. Conditional default probabilities modeled under CreditPortfolio view use a:

A) Power function
B) Altman's z-score
C) Logit function
D) Probit function

3. A long position in a creditsensitive bond can be synthetically replicated using:

A) a long position in a treasury bond and a short position in a CDS
B) a long position in a treasury bond and a long position in a CDS
C) a short position in a treasury bond and a long position in a CDS
D) a short position in a treasury bond and a short position in a CDS

4. An error by a third party service provider results in a loss to a client that the bank has to make up. Such as loss would be categorized per Basel IIoperational risk categories as:

A) Business disruption and process failure
B) Outsourcing loss
C) Abnormal loss
D) Execution delivery and process management

5. Which of the following should be included when calculating the Gross Income indicator used to calculate operational risk capital under the basic indicator and standardized approaches underBasel II?

A) Operating expenses
B) Net non-interest income
C) Fees paid to outsourcing service proviers
D) Insurance income

Solutions: