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PRMIA 8010 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Topic 1: Introduction to Operational Risk Management | 10% | - ESG and climate risk considerations - Risk management frameworks and principles - Embedding risk management practices |
| Topic 2: Risk Governance | 15% | - Roles of first, second, and third lines of defense - Risk culture and ethical conduct - Governance structures and responsibilities |
| Topic 3: Risk Management Framework | 15% | - Strategy and framework implementation - Risk policies, limits, and pricing - Risk capacity and risk appetite |
| Topic 4: Operational Resilience | 5% | - DORA and resilience regulations - Third-party/vendor risk management - Business continuity and recovery |
| Topic 5: Risk Information & Monitoring | 15% | - Loss data collection and analysis - Risk reporting and communication - Key Risk Indicators (KRIs) |
| Topic 6: Compliance & Regulatory Risk | 10% | - Basel Accords and global regulations - Enterprise compliance frameworks - Compliance risk types and controls |
| Topic 7: Risk Assessment | 20% | - Bottom-up process modeling - Top-down scenario analysis - Residual risk and issue management - Risk and Control Self-Assessment (RCSA) |
| Topic 8: Operational Risk Capital & Modeling | 10% | - Capital requirements and approaches - Basic and advanced measurement methods - Basel III and recent developments |
PRMIA Operational Risk Manager (ORM) Sample Questions:
1. Which of the following formulae correctly describes Component VaR. (p refers to the portfolio, and i is the i-th constituent of the portfolio. MVaR means Marginal VaR, and other symbols have their usual meanings.)
A) III
B) II
C) I
D) I and II
2. Which of the following is true for the actuarial approach to credit risk modeling (CreditRisk+):
A) The approach is based upon historical rating transition matrices
B) The number ofdefaults is modeled using a binomial distribution where the number of defaults are considered discrete events
C) Default correlations between obligors are accounted for using a multivariate normal model
D) The approach considers only default risk, and ignores the risk to portfolio value from credit downgrades
3. Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. How returns are calculated, eg absoluted returns, log returns or relative/percentage returns II. Whether VaR is calculated based on historical simulation, Monte Carlo, or is computed parametrically III. Whether binary/digital options are included in the portfolio positions IV. How volatility is estimated
A) All of the above
B) I and III
C) II and IV
D) I, II and IV
4. Which of the following statements is true:
I. Basel II requires banks to conduct stress testing in respect of their credit exposures in addition to stress testing for market risk exposures II. Basel II requires pooled probabilities of default (and not individual PDs for each exposure) to be used for credit risk capital calculations
A) II
B) I & II
C) I
D) Neither statement is true
5. 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
Solutions:
| Question # 1 Answer: D | Question # 2 Answer: D | Question # 3 Answer: D | Question # 4 Answer: B | Question # 5 Answer: A |
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