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PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following are valid methods for selecting an appropriate model from the model space for severity estimation:
I. Cross-validation method
II. Bootstrap method
III. Complexity penalty method
IV. Maximum likelihood estimation method

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

2. Which of the following is not a measure of risk sensitivity of some kind?

A) Convexity
B) PL01
C) Delta
D) CR01

3. A bank's detailed portfolio data on positions held in a particular security across the bank does not agree with the aggregate total position for that security for the bank. What data quality attribute is missing in this situation?

A) Data extensibility
B) Auditability
C) Data integrity
D) Data completeness

4. Which of the following are true:
I. The total of the component VaRs for all components of a portfolio equals the portfolio VaR.
II. The total of the incremental VaRs for each position in a portfolio equals the portfolio VaR.
III. Marginal VaR and incremental VaR are identical for a $1 change in the portfolio.
IV. The VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than (or in extreme cases equal to) the sum of the individual VaRs.
V. The component VaR for individual components of a portfolio is sub-additive, ie the portfolio VaR is less than the sum of the individual component VaRs.

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

5. Financial institutions need to take volatility clustering into account:
I. To avoid taking on an undesirable level of risk
II. To know the right level of capital they need to hold
III. To meet regulatory requirements
IV. To account for mean reversion in returns

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

Solutions: