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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following techniques is used to generate multivariate normal random numbers that are correlated?

A) Cholesky decomposition of the correlation matrix
B) Simulation
C) Markov process
D) Pseudo random number generator

2. Which of the following credit risk models considers debt as including a put option on the firm's assets toassess credit risk?

A) CreditPortfolio View
B) The contingent claims approach
C) The CreditMetrics approach
D) The actuarial approach

3. Which of the following formulae describes CVA (Credit Valuation Adjustment)? All acronyms have their usual meanings (LGD=Loss Given Default, ENE=Expected Negative Exposure, EE=Expected Exposure, PD=Probability of Default, EPE=Expected Positive Exposure, PFE=Potential Future Exposure)

A) LGD * PFE * PD
B) LGD * EE * PD
C) LGD * EPE * PD
D) LGD * ENE * PD

4. If the marginal probabilities of default for a corporate bond for years 1, 2 and 3 are 2%, 3% and 4% respectively, what is the cumulative probability of default at the end of year 3?

A) 9.58%
B) 9.00%
C) 91.26%
D) 8.74%

5. Economic capital under the Earnings Volatility approach is calculated as:

A) Expected earnings/Specific risk premium for the firm
B) Expected earnings/Required rate of return for the firm
C) Earnings under the worst case scenario at a given confidence level/Required rate of return for the firm
D) [Expected earningsless Earnings under the worst case scenario at a given confidence level]/Required rate of return for the firm

Solutions: