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PRMIA Operational Risk Manager (ORM) Sample Questions:
1. Which of the following will be a loss not covered by operational risk as defined under Basel II?
A) Fat finger losses
B) Earthquakes
C) Strategic planning
D) Systems failure
2. For a given notional amount, which of the following carries the greatest counterparty exposure (assuming the same counterparty credit rating for each):
A) A one year certificate of deposit
B) A one year interest rate swap
C) A one year forward foreign exchange contract
D) A futures contract on an equity index
3. Which of the following best describes the concept of marginalVaR of an asset in a portfolio:
A) Marginal VaR describes the change in total VaR resulting from a $1 change in the value of the asset in question.
B) Marginal VaR is the value of the expected losses on occasions where the VaR estimate is exceeded.
C) Marginal VaR is the contribution of the asset to portfolio VaR in a way that the sum of such calculations for all the assets in the portfolio adds up to the portfolio VaR.
D) Marginal VaR is the change in the VaR estimate for the portfolio as a result of including the asset in the portfolio.
4. If E denotes the expected value of a loan portfolio at the end on one year and U the value of the portfolio in the worst case scenario at the 99% confidence level, which of the following expressions correctly describes economic capital requiredin respect of credit risk?
A) U
B) E
C) E - U
D) U/E
5. For a group of assets known to be positively correlated, what is the impact on economic capital calculations if we assume the assets to be independent (or uncorrelated)?
A) Estimates of economic capital go down
B) Estimates of economic capital go up
C) The impact on economic capital cannot be determined in the absence of volatility information
D) Economic capital estimates remain the same
Solutions:
| Question # 1 Answer: C | Question # 2 Answer: A | Question # 3 Answer: A | Question # 4 Answer: C | Question # 5 Answer: A |








