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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following statements is true:
I. Basel II requires banks to conduct stress testing in respect of their credit exposures in addition to stress testing for market risk exposures II. Basel II requires pooled probabilities of default (and not individual PDs for each exposure) to be used for credit risk capital calculations

A) Neither statement is true
B) I & II
C) I
D) II

2. Which of the following are valid criticisms of value at risk:
I. There are many risks that a VaR framework cannot model
II. VaR does not considerliquidity risk
III. VaR does not account for historical market movements
IV. VaR does not consider the risk of contagion

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

3. An investor enters into a 5-year total return swap with Bank A, with the investor paying a fixed rate of 6% annually on a notional value of $100m to the bank and receiving thereturns of the S&P500 index with an identical notional value. The swap is reset monthly, ie the payments are exchanged monthly. On Jan 1 of the fourth year, after settling the last month's payments, the bank enters bankruptcy. What is the legal claim thatthe hedge fund has against the bank in the bankruptcy court?

A) The replacement value of the swap
B) $0, as all payments on the swap are current
C) $6m
D) $100m

4. Credit exposure for derivatives is measured using

A) Forward looking exposure profile of the derivative
B) Current replacement value
C) Notional value of the derivative
D) Standard normal distribution

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

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

Solutions: