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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following statements are true in relation to Monte Carlo based VaR calculations:
I. Monte Carlo VaR relies upon a full revalution of theportfolio for each simulation II. Monte Carlo VaR relies upon the delta or delta-gamma approximation for valuation III. Monte Carlo VaR can capture a wide range of distributional assumptions for asset returns IV. Monte Carlo VaR is less compute intensive than Historical VaR

A) II and IV
B) All of the above
C) I and III
D) I, III and IV

2. Which of the following are valid approaches for extreme value analysis given a dataset:
I. The Block Maxima approach
II. Least squares approach
III. Maximum likelihood approach
IV. Peak-over-thresholds approach

A) II and III
B) All of the above
C) I and IV
D) I, III and IV

3. The unexpected loss for a credit portfolio at a given VaR estimate is definedas:

A) max(Actual Loss - Expected Loss, 0)
B) Actual Loss - VaR
C) Actual Loss - Expected Loss
D) VaR - Expected Loss

4. Which of the following statements are true:
I. A high score according to Altman's Z-Score methodology indicates a lower default risk II. A high score according to theProbit or Logit models indicates a higher default risk III. A high score according to Altman's Z-Score methodology indicates a higher default risk IV. A high score according to the Probit or Logit models indicates a lower default risk

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

5. Which loss event type is the failure to timely deliver collateral classified as under the Basel II framework?

A) Clients, products and business practices
B) Information security
C) Execution, Delivery & Process Management
D) External fraud

Solutions: