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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. For a hypotherical UoM, the number of losses in two non-overlapping datasets is 24 and 32 respectively. The Pareto tail parameters for the two datasets calculated using the maximum likelihood estimation method are 2 and 3. What is an estimate of the tail parameter of the combined dataset?

A) Cannot be determined
B) 2.57
C) 2.23
D) 3

2. As the persistence parameter under EWMA is lowered, which of the following would be true:

A) The model will react faster to market shocks
B) The model will give lower weight to recent returns
C) The model will react slower to market shocks
D) High variance from the recent past will persist for longer

3. Under the CreditPortfolio View approach to credit risk modeling, which of the following best describes the conditional transition matrix:

A) The conditional transition matrix is the transition matrix adjusted for the distribution of the firms' asset returns
B) The conditional transition matrix is the transition matrix adjusted for the risk horizon being different from that of the transition matrix
C) The conditional transition matrix is the unconditional transition matrix adjusted for the state of the economy and other macro economic factors being modeled
D) The conditional transition matrix is the unconditional transition matrix adjusted for probabilities of defaults

4. Which of the following are a CRO's responsibilities:
I. Statutory financial reporting
II. Reporting to the audit committee
III. Compliance with risk regulatory standards
IV. Operational risk

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

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) Confidence level
D) Risk horizon

Solutions: