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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

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

2. Which of the following should be included when calculating the Gross Income indicator used to calculate operational risk capital under the basic indicator and standardized approaches underBasel II?

A) Operating expenses
B) Net non-interest income
C) Fees paid to outsourcing service proviers
D) Insurance income

3. If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?

A) 50.00%
B) 39.35%
C) 59.05%
D) 60.65%

4. An operational loss severity distribution is estimated using 4 data points from a scenario. The management institutes additional controls to reduce the severity of the loss if the risk is realized, and as a result the estimated losses from a 1-in-10-year losses are halved. The 1-in-100 loss estimate however remains the same.
What would be the impact on the 99.9th percentile capital required for this risk as a result of the improvement in controls?

A) The capital required will increase
B) Can't say based on the information provided
C) The capital required will decrease
D) The capital required will stay the same

5. Financial institutions need to take volatility clustering into account:
I. To avoid taking on an undesirable level of risk
II. To know the right level of capital they need to hold
III. To meet regulatory requirements
IV. To account for mean reversion in returns

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

Solutions: