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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following statements is true:
I. Basel II requires banks to conduct stress testing in respect of their credit exposures in addition to stress testing for market risk exposures II. Basel II requires pooled probabilities of default (and not individual PDs for each exposure) to be used for credit risk capital calculations

A) Neither statement is true
B) I
C) II
D) I & II

2. The Altman credit risk score considers:

A) A quadratic approximation of the credit risk based on underlying risk factors
B) A combination of accounting measures and market values
C) A historical database of the firms that have defaulted
D) A historical database of the firms that have survived

3. Which of the following is a cause ofmodel risk in risk management?

A) All of the above
B) Incorrect parameter estimation
C) Misspecification of the model
D) Programming errors

4. The 99% 10-day VaR for a bank is $200mm. The average VaR for the past 60 days is $250mm, and the bank specific regulatory multiplier is 3. What is the bank's basic VaR based market risk capital charge?

A) $750mm
B) $200mm
C) $250mm
D) $600mm

5. Credit exposure for derivatives is measured using

A) Forward looking exposure profile of the derivative
B) Notional value of the derivative
C) Standard normal distribution
D) Current replacement value

Solutions: