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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?

A) 59.05%
B) 39.35%
C) 50.00%
D) 60.65%

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

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

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

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) All of the above
C) A rating migration matrix
D) The forward yield curve

5. Which loss event type is the failure to timely deliver collateral classified as under the Basel II framework?

A) Information security
B) Execution, Delivery & Process Management
C) Clients, products and business practices
D) External fraud

Solutions: