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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Under the contingent claims approach to credit risk, risk increases when:
I. Volatility of the firm's assets increases
II. Risk free rate increases
III. Maturity of the debt increases

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

2. A bank's detailed portfolio data on positions held in a particular security across the bank does not agree with the aggregate total position for that security for the bank. What data quality attribute is missing in this situation?

A) Auditability
B) Data extensibility
C) Data integrity
D) Data completeness

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

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

4. 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) I, II and IV
B) I and II
C) III and IV
D) II and III

5. If the cumulative default probabilities of default for years 1 and 2 for a portfolio of credit risky assets is 5% and 15% respectively, what is the marginal probability of default in year 2 alone?

A) 10.00%
B) 10.53%
C) 15.79%
D) 11.76%

Solutions: