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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. The largest 10 lossesover a 250 day observation period are as follows. Calculate the expected shortfall at a
98% confidence level:
20m
19m
19m
17m
16m
13m
11m
10m
9m
9m

A) 19.5
B) 18.2
C) 16
D) 14.3

2. Aderivative contract has a negative current replacement value. Which of the following statements is true about its loan equivalent value for credit risk calculations over a 2-year horizon?

A) Since the derivatives contract has a negative current replacementvalue, exposure will be zero.
B) The notional value of the derivatives contract should be used for loan equivalence calculations.
C) The current exposure can be used for loan equivalence calculations as that is an unbiased proxy for the future value.
D) The credit exposure will be a given quintile of the expected distribution of the value of the derivatives contract in the future.

3. An error by a third party service provider results in a loss to a client that the bank has to make up. Such as loss would be categorized per Basel IIoperational risk categories as:

A) Outsourcing loss
B) Abnormal loss
C) Business disruption and process failure
D) Execution delivery and process management

4. Under the standardized approach to calculating operational risk capital under Basel II, negative regulatory capital charges for any of the business units:

A) Should be offset againstpositive capital charges from other business units
B) Should be ignored completely
C) Should be excluded from capital calculations
D) Should be included after ignoring the negative sign

5. Which of the following will be a loss not covered by operational risk as defined under Basel II?

A) Earthquakes
B) Systems failure
C) Fat finger losses
D) Strategic planning

Solutions: