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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. A loan portfolio's full notional value is $100, and its value in a worst case scenario at the 99% level of confidence is $65. Expected losses on the portfolio are estimated at 10%. What is the level of economic capital required to cushion unexpected losses?

A) 10
B) 25
C) 65
D) 35

2. Altman's Z-score does not consider which of the following ratios:

A) Working capital to totalassets
B) Sales to total assets
C) Market capitalization to debt
D) Net income to total assets

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

4. When considering a request for a loan from a retail customer, which of the following factors is relevant for a bank to consider:

A) The credit worthiness of the retail customer
B) All of the above
C) The other retail loans inits portfolio
D) The contribution this new loan would bring to total portfolio risk

5. Which of the following is not a credit event under ISDA definitions?

A) Obligation accelerations
B) Restructuring
C) Failure to pay
D) Rating downgrade

Solutions: