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PRMIA 8010 Exam Syllabus Topics:
| Section | Objectives |
|---|---|
| Risk Identification and Assessment | - Scenario analysis and risk mapping - Risk and control self-assessment (RCSA) |
| Mitigation and Control | - Internal controls and control testing - Risk transfer mechanisms including insurance |
| Operational Risk Fundamentals | - Operational risk within enterprise risk management - Risk taxonomy and loss event types - Definition and scope of operational risk |
| Measurement and Quantification | - Key risk indicators (KRIs) - Loss distribution approaches |
| Risk Governance and Frameworks | - Risk governance structures and accountability - Three lines of defense model |
| Regulatory and Industry Standards | - Regulatory expectations for operational risk management - Basel operational risk frameworks |
PRMIA Operational Risk Manager (ORM) Sample Questions:
Which of the following distributions is generally not used for frequency modeling for operational risk
- A. Negative binomial
- B. Binomial
- C. Gamma
- D. Poisson
Correct Answer: C 🗳️
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Which of the following need to be assumed to convert a transition probability matrix for a given time period to the transition probability matrix for another length of time:
I. Time invariance
II. Markov property
III. Normal distribution
IV. Zero skewness
- A. I and II
- B. II and III
- C. I, II and IV
- D. III and IV
Correct Answer: A 🗳️
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Which of the following carry greater counterparty risk: a forward contract on a 10 year note, or a commercial paper carrying a AA credit rating with identicalmaturity and notional?
- A. The forward contract has greater credit risk as its future gains are unknown
- B. The commercial paper has greater credit risk as the entire notional is outstanding
- C. They both carry the same credit risk
- D. Credit risk can not be compared in these terms
Correct Answer: B 🗳️
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The unexpected loss for a credit portfolio at a given VaR estimate is definedas:
- A. VaR - Expected Loss
- B. max(Actual Loss - Expected Loss, 0)
- C. Actual Loss - Expected Loss
- D. Actual Loss - VaR
Correct Answer: A 🗳️
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There are two bonds in a portfolio, each with a market value of $50m. The probability of default of the two bonds are 0.03 and 0.08 respectively, over a one year horizon. If the probability of the two bonds defaulting simultaneously is 1.4%, what is the default correlation between the two?
- A. 100%
- B. 0%
- C. 40%
- D. 25%
Correct Answer: D 🗳️
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