PRMIA 8010 : Operational Risk Manager (ORM) Exam

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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. There are two bonds in a portfolio, each with a market value of $50m. The probability of default of the two bonds are 0.03 and 0.08 respectively, over a one year horizon. If the probability of the two bonds defaulting simultaneously is 1.4%, what is the default correlation between the two?

A) 100%
B) 25%
C) 0%
D) 40%

2. For a loan portfolio, unexpected losses are charged against:

A) Economic credit capital
B) Regulatory capital
C) Economic capital
D) Credit reserves

3. CreditRisk+, the actuarial model for calculating portfolio credit risk, is based upon:

A) the normal distribution
B) the exponential distribution
C) the Poisson distribution
D) the log-normal distribution

4. Random recovery rates in respectof credit risk can be modeled using:

A) the normal distribution
B) the beta distribution
C) the omega distribution
D) the binomial distribution

5. Which of the following is not a parameter to be determined by the risk manager that affects the level of economic credit capital:

A) Definition of credit losses
B) Probability of default
C) Risk horizon
D) Confidence level

Solutions: