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8010 Exam Dumps : Operational Risk Manager (ORM) Exam

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Operational Risk Manager (ORM) Exam Questions and Answers

Question 1

Which of the following decisions need to be made as part of laying down a system for calculating VaR:

I. The confidence level and horizon

II. Whether portfolio valuation is based upon a delta-gamma approximation or a full revaluation

III. Whether the VaR is to be disclosed in the quarterly financial statements

IV. Whether a 10 day VaR will be calculated based on 10-day return periods, or for 1-day and scaled to 10 days

Options:

A.

I and III

B.

II and IV

C.

I, II and IV

D.

All of the above

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Question 2

A risk analyst attempting to model the tail of a loss distribution using EVT divides the available dataset into blocks of data, and picks the maximum of each block as a data point to consider.

Which approach is the risk analyst using?

Options:

A.

Block Maxima approach

B.

Peak-over-thresholds approach

C.

Expected loss approach

D.

Fourier transformation

Question 3

Pick underlying risk factors for a position in an equity index option:

I. Spot value for the index

II. Risk free interest rate

III. Volatility of the underlying

IV. Strike price for the option

Options:

A.

I and IV

B.

I, II and III

C.

II and II

D.

All of the above