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PRMIA 8010 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Topic 1: Risk Governance and Frameworks | - Three lines of defense model - Risk governance structures and accountability |
| Topic 2: Regulatory and Industry Standards | - Regulatory expectations for operational risk management - Basel operational risk frameworks |
| Topic 3: Measurement and Quantification | - Loss distribution approaches - Key risk indicators (KRIs) |
| Topic 4: Risk Identification and Assessment | - Risk and control self-assessment (RCSA) - Scenario analysis and risk mapping |
| Topic 5: Operational Risk Fundamentals | - Risk taxonomy and loss event types - Definition and scope of operational risk - Operational risk within enterprise risk management |
| Topic 6: Mitigation and Control | - Internal controls and control testing - Risk transfer mechanisms including insurance |
PRMIA Operational Risk Manager (ORM) Sample Questions:
1. The sum of the stand alone economic capital of all the business units of a bank is:
A) less than the economic capital for the firm as a whole
B) equalto the economic capital for the firm as a whole
C) more than the economic capital for the firm as a whole
D) unrelated to the economic capital for the firm as a whole
2. When combining separate bottom up estimates of market, credit and operational risk measures, a most conservative economic capital estimate results from which of the following assumptions:
A) Assuming that the resulting distributions have a correlation between 0 and 1
B) Assuming that market, credit and operational risk estimates are perfectly positively correlated
C) Assuming that market, credit and operational risk estimates are uncorrelated
D) Assuming that market, credit and operational risk estimates are perfectly negatively correlated
3. Which of the following objectives are targeted by rating agencies when assigning ratings:
I. Ratings accuracy
II. Ratings stability
III. High accuracy ratio (AR)
IV. Ranked ratings
A) II and III
B) I and II
C) III and IV
D) I, II and III
4. The CDS quote for the bonds of Bank X is 200 bps. Assuming a recovery rate of 40%, calculate the default hazard rate priced in the CDS quote.
A) 2.00%
B) 3.33%
C) 0.80%
D) 5.00%
5. The loss severity distribution for operational risk loss events is generally modeled by which of the following distributions:
I. the lognormal distribution
II. The gamma density function
III. Generalized hyperbolic distributions
IV. Lognormal mixtures
A) II and III
B) I and III
C) I, II, III and IV
D) I, II and III
Solutions:
| Question # 1 Answer: C | Question # 2 Answer: B | Question # 3 Answer: B | Question # 4 Answer: B | Question # 5 Answer: C |
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