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PRMIA 8010 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Risk Management Framework | 15% | - Risk capacity and risk appetite - Strategy and framework implementation - Risk policies, limits, and pricing |
| Operational Risk Capital & Modeling | 10% | - Capital requirements and approaches - Basel III and recent developments - Basic and advanced measurement methods |
| Operational Resilience | 5% | - Third-party/vendor risk management - Business continuity and recovery - DORA and resilience regulations |
| Risk Information & Monitoring | 15% | - Key Risk Indicators (KRIs) - Loss data collection and analysis - Risk reporting and communication |
| Compliance & Regulatory Risk | 10% | - Enterprise compliance frameworks - Compliance risk types and controls - Basel Accords and global regulations |
| Introduction to Operational Risk Management | 10% | - Embedding risk management practices - Risk management frameworks and principles - ESG and climate risk considerations |
| Risk Assessment | 20% | - Risk and Control Self-Assessment (RCSA) - Bottom-up process modeling - Top-down scenario analysis - Residual risk and issue management |
| Risk Governance | 15% | - Governance structures and responsibilities - Roles of first, second, and third lines of defense - Risk culture and ethical conduct |
PRMIA Operational Risk Manager (ORM) Sample Questions:
Question 1
The Altman credit risk score considers:
A. A combination of accounting measures and market values
B. A historical database of the firms that have defaulted
C. A quadratic approximation of the credit risk based on underlying risk factors
D. A historical database of the firms that have survived
Question 2
Which of the following statements are true:
I. The sum of unexpected losses for individual loans in a portfolio is equal to the total unexpected loss for the portfolio.
II. The sum of unexpected losses for individual loans in a portfolio is less than the total unexpected loss for the portfolio.
III. The sum of unexpected losses forindividual loans in a portfolio is greater than the total unexpected loss for the portfolio.
IV. The unexpected loss for the portfolio is driven by the unexpected losses of the individual loans in the portfolio and the default correlation between these loans.
A. I and II
B. I, II and III
C. III and IV
D. II and IV
Question 3
If two bonds with identical credit ratings, coupon and maturity but from different issuers trade at different spreads to treasury rates, which of the following is a possible explanation:
I. The bonds differ in liquidity
II. Events have happened that have changed investor perceptions but these are not yet reflected in the ratings III. The bonds carry different market risk IV. The bonds differ in their convexity
A. I and II
B. III and IV
C. II and IV
D. I, II and IV
Question 4
Which of the following should be included when calculating the Gross Income indicator used to calculate operational risk capital under the basic indicator and standardized approaches underBasel II?
A. Operating expenses
B. Fees paid to outsourcing service proviers
C. Insurance income
D. Net non-interest income
Question 5
If the annual default hazard rate for a borrower is 10%, what is the probability that there is no default at the end of 5 years?
A. 50.00%
B. 39.35%
C. 60.65%
D. 59.05%
Solutions:
| Question 1 Answer: A | Question 2 Answer: C | Question 3 Answer: A | Question 4 Answer: D | Question 5 Answer: C |
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