PRMIA Operational Risk Manager (ORM) : 8010

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PRMIA 8010 考試大綱主題:

最新的 PRM Certification 8010 免費考試真題：

1. Which of the following statements is true:
I. Expected credit losses are charged to the unit's P&L while unexpected losses hit risk capital reserves.
II. Credit portfolio loss distributions are symmetrical
III. For a bank holding $10m in face of a defaulted debt that it acquired for $2m, the bank's legal claim in the bankruptcy court will be $10m.
IV. Thelegal claim in bankruptcy court for an over the counter derivatives contract will be the notional value of the contract.

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

2. Which of the following risks and reasons justify the use of scenario analysis in operational riskmodeling:
I. Risks for which no internal loss data is available
II. Risks that are foreseeable but have no precedent, internally or externally III. Risks for which objective assessments can be made by experts IV. Risks that are known to exist, but for which no reliable external or internal losses can be analyzed
V. Reducing the complexity of having to fit statistical models to internal and external loss data VI. Managing the capital estimation process as to produce estimates in line with management's desired capital buffers.

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

3. Which of the following is not a tool available to financial institutions for managing credit risk:

A) Collateral
B) Credit derivatives
C) Third party guarantees
D) Cumulative accuracy plot

4. Which of the following is not a limitation of the univariate Gaussian model to capture the codependence structure between risk factros used for VaR calculations?

A) Determining the covariance matrix becomes an extremely difficult task as the number of risk factors increases.
B) A single covariance matrix is insufficient to describe the fine codependence structure among risk factors as non-linear dependencies or tail correlations are not captured.
C) The univariate Gaussian model fails to fit to the empirical distributions of risk factors, notably their fat tails and skewness.
D) It cannot capture linear relationships between risk factors.

5. A corporate bond maturing in 1 year yields 8.5% per year,while a similar treasury bond yields 4%. What is the probability of default for the corporate bond assuming the recovery rate is zero?

A) Cannot be determined from the given information
B) 4.15%
C) 8.50%
D) 4.50%

問題與答案：