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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following does not affect the credit risk facing a lender institution?

A) The degree of geographical or sectoral concentration in the loan book
B) The applicability or otherwise of mark tomarket accounting to the institution
C) The state of the economy
D) Credit ratings of individual borrowers

2. Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

A) Using a proprietary database based on historical information
B) Using a normal distribution
C) Using Monte Carlo simulations
D) Using migration matrices

3. 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 up
B) Estimates of economic capital go down
C) The impact on economic capital cannot be determined in the absence of volatility information
D) Economic capital estimates remain the same

4. For a loan portfolio, expected losses are charged against:

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

5. Which of the following need to be assumed to convert a transition probability matrix for a given time period to the transition probability matrix for another length of time:
I. Time invariance
II. Markov property
III. Normal distribution
IV. Zero skewness

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

Solutions: