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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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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...