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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. For a 10 year interest rate swap, what would be the worst time for a counterparty to default (in terms of the maximum likely credit exposure)

A) 2 years
B) 7 years
C) 10 years
D) Right after inception

2. For a corporate issuer, which of the following can be used to calculate market implied default probabilities?
I. CDS spreads
II. Bond prices
III. Credit rating issued by S&P
IV. Altman's scoring model

A) II and III
B) I, II and III
C) I and II
D) III and IV

3. Which of the following formulae correctly describes Component VaR. (p refers to the portfolio, and i is the i-th constituent of the portfolio. MVaR means Marginal VaR, and other symbols have their usual meanings.)

A) I and II
B) II
C) I
D) III

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

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

5. Loss provisioning is intended to cover:

A) Losses in excessof unexpected losses
B) Expected losses
C) Both expected and unexpected losses
D) Unexpected losses

Solutions: