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Exam Code:	8010
Exam Name:	Operational Risk Manager (ORM) Exam
Certification Provider:	PRMIA
Free Question Number:	87
Version:	v2022-06-27
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# of views:	512
# of Questions views:	8477
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Exam Question List: Question 1: Calculate the 1-year 99% credit VaR of a portfolio of two bo...; Question 2: Which of the following statements are correct in relation to...; Question 3: Which of the following situations are not suitable for apply...; Question 4: If two bonds with identical credit ratings, coupon and matur...; Question 5: If the cumulative default probabilities of default for years...; Question 6: Which of the following is not one of the 'three pillars' spe...; Question 7: If the marginal probabilities of default for a corporate bon...; Question 8: Aderivative contract has a negative current replacement valu...; Question 9: According to the Basel II framework, subordinated term debt ...; Question 10: Financial institutions need to take volatility clustering in...; Question 11: There are two bonds in a portfolio, each with a market value...; Question 12: When considering a request for a loan from a retail customer...; Question 13: A cumulative accuracy plot:; Question 14: What would be the consequences of a model of economic risk c...; Question 15: Which of the following carry greater counterparty risk: a fo...; Question 16: Which of the following statements is NOT true in relation to...; Question 17: Which of the following represents a riskier exposure for a b...; Question 18: Which of the following statements is true:...; Question 19: According to Basel II's definition of operational loss event...; Question 20: All else remaining the same, an increase in the joint probab...; Question 21: Which of the following is not a credit event under ISDA defi...; Question 22: Which of the following does not affect the credit risk facin...; Question 23: The CDS rate on a defaultable bond is approximated by which ...; Question 24: Which of the following is not a tool available to financial ...; Question 25: Which of the following decisions need to be made as part of ...; Question 26: Which of the following credit risk models relies upon theana...; Question 27: Which of the following will be a loss not covered by operati...; Question 28: Credit exposure for derivatives is measured using...; Question 29: Under the credit migration approach to assessing portfolio c...; Question 30: Which of the following statements are true: I. The set of Uo...; Question 31: Which of the following steps are required for computing the ...; Question 32: Under the internal ratings based approach for risk weighted ...; Question 33: For a given mean, which distribution would you prefer for fr...; Question 34: In respect of operational risk capital calculations, the Bas...; Question 35: Which of the following statements are correct? I. A reliance...; Question 36: When modeling operational risk using separate distributions ...; Question 37: Which loss event type is the failure to timely deliver colla...; Question 38: For a hypotherical UoM, the number of losses in two non-over...; Question 39: Which of the following statements is true: I. Confidence lev...; Question 40: Loss provisioning is intended to cover:...; Question 41: If the full notional value of a debt portfolio is $100m, its...; Question 42: A key problem with return on equity as a measure of comparat...; Question 43: If the default hazard rate for a company is 10%, and the spr...; Question 44: For a 10 year interest rate swap, what would be the worst ti...; Question 45: Which of the following should be included when calculating t...; Question 46: If E denotes the expected value of a loan portfolio at the e...; Question 47: Under the contingent claims approach to measuring credit ris...; Question 48: For a loan portfolio, unexpected losses are charged against:...; Question 49: A bank extends a loan of $1m to a home buyer to buy a house ...; Question 50: The standalone economic capital estimates for the three unco...; Question 51: A stock that follows the Weiner process has its future price...; Question 52: For a given notional amount, which of the following carries ...; Question 53: Which of the following statements is true I. If no loss data...; Question 54: The generalized Pareto distribution, when used in the contex...; Question 55: Which of the following formulae correctly describes Componen...; Question 56: Which of the following is not a limitation of the univariate...; Question 57: Which of the following credit risk models includes a conside...; Question 58: Which of the following can be used to reduce credit exposure...; Question 59: A loan portfolio's full notional value is $100, and its valu...; Question 60: If X represents a matrix with ratings transition probabiliti...; Question 61: Which of the following need to be assumed to convert a trans...; Question 62: If the odds of default are 1:5, what is the probability of d...; Question 63: CreditRisk+, the actuarial model for calculating portfolio c...; Question 64: Which of the following is not a permitted approach under Bas...; Question 65: A portfolio has two loans, A and B, each worth $1m. The prob...; Question 66: When fitting a distribution in excess of a threshold as part...; Question 67: The VaR of a portfolio at the 99% confidence level is $250,0...; Question 68: Which of the following belong in a credit risk report?...; Question 69: A long position in a creditsensitive bond can be synthetical...; Question 70: What ensures that firms are not able to selectively default ...; Question 71: When building a operational loss distribution by combining a...; Question 72: Which of the following are valid criticisms of value at risk...; Question 73: Which of the following is not an event of default covered in...; Question 74: The probability of default of a security during the first ye...; Question 75: An operational loss severity distribution is estimated using...; Question 76: There are two bonds in a portfolio, each with a marketvalue ...; Question 77: When pricing credit risk for an exposure, which of the follo...; Question 78: A bank holds a portfolio ofcorporate bonds. Corporate bond s...; Question 79: If A and B be two debt securities, which of the following is...; Question 80: The loss severity distribution for operational risk loss eve...; Question 81: A Bank Holding Company (BHC) is invested in an investment ba...; Question 82: The key difference between 'top down models' and 'bottom up ...; Question 83: Under the KMV Moody's approach to credit risk measurement, h...; Question 84: CreditRisk+, the actuarial model for calculating portfolio c...; Question 85: Under the CreditPortfolio View approach to credit risk model...; Question 86: The 99% 10-day VaR for a bank is $200mm. The average VaR for...; Question 87: Which of the following techniques is used to generate multiv...

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