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PRMIA 8010 Exam Syllabus Topics:
| Section | Weight | Objectives |
|---|---|---|
| Introduction to Operational Risk Management | 10% | - Embedding risk management practices - Risk management frameworks and principles - ESG and climate risk considerations |
| Compliance & Regulatory Risk | 10% | - Enterprise compliance frameworks - Basel Accords and global regulations - Compliance risk types and controls |
| Risk Management Framework | 15% | - Risk policies, limits, and pricing - Strategy and framework implementation - Risk capacity and risk appetite |
| Operational Resilience | 5% | - DORA and resilience regulations - Third-party/vendor risk management - Business continuity and recovery |
| Risk Governance | 15% | - Risk culture and ethical conduct - Roles of first, second, and third lines of defense - Governance structures and responsibilities |
| Risk Assessment | 20% | - Risk and Control Self-Assessment (RCSA) - Residual risk and issue management - Bottom-up process modeling - Top-down scenario analysis |
| Operational Risk Capital & Modeling | 10% | - Basel III and recent developments - Capital requirements and approaches - Basic and advanced measurement methods |
| Risk Information & Monitoring | 15% | - Loss data collection and analysis - Risk reporting and communication - Key Risk Indicators (KRIs) |
PRMIA Operational Risk Manager (ORM) Sample Questions:
1. 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) Insurance income
C) Net non-interest income
D) Fees paid to outsourcing service proviers
2. Which of the following statements are true?
I. Retail Risk Based Pricing involves using borrower specific data to arrive at both credit adjudication and pricing decisions II. An integrated 'Risk Information Management Environment' includes two elements - people and processes III. A Logical Data Model (LDM) lays down the relationships between data elements that an organization stores IV. Reference Data and Metadata refer to the same thing
A) II and IV
B) I, II and III
C) I and III
D) All of the above
3. The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?
A) $4,660, Monte Carlo simulation VaR
B) $4,660, parametric VaR
C) $14,736, parametric VaR
D) $14,736, historical simulation VaR
4. An assumption regarding the absence of ratings momentum is referred to as:
A) Ratings stability
B) Herstatt risk
C) Markov property
D) Time invariance
5. The largest 10 lossesover a 250 day observation period are as follows. Calculate the expected shortfall at a
98% confidence level:
20m
19m
19m
17m
16m
13m
11m
10m
9m
9m
A) 19.5
B) 18.2
C) 16
D) 14.3
Solutions:
| Question # 1 Answer: C | Question # 2 Answer: C | Question # 3 Answer: C | Question # 4 Answer: C | Question # 5 Answer: B |
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