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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. When modeling severity of operational risk losses using extreme value theory (EVT), practitioners often use which of the following distributions to model loss severity:
I. The 'Peaks-over-threshold' (POT) model
II. Generalized Pareto distributions
III. Lognormal mixtures
IV. Generalized hyperbolic distributions

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

2. According to the Basel II framework, subordinated term debt that was originally issued 4 years ago with amaturity of 6 years is considered a part of:

A) Tier 2 capital
B) None of the above
C) Tier 1 capital
D) Tier 3 capital

3. Under the KMV Moody's approach to credit risk measurement, how is the distance to default converted to expected default frequencies?

A) Using a normal distribution
B) Using a proprietary database based on historical information
C) Using migration matrices
D) Using Monte Carlo simulations

4. If E denotes the expected value of a loan portfolio at the end on one year and U the value of the portfolio in the worst case scenario at the 99% confidence level, which of the following expressions correctly describes economic capital requiredin respect of credit risk?

A) U/E
B) E - U
C) U
D) E

5. The difference between true severity and the best approximation of the true severity is called:

A) Estimation error
B) Total error
C) Fitting error
D) Approximation error

Solutions: