Operational Risk Manager (ORM) Exam Practice Questions
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Operational Risk Manager (ORM) Exam Questions and Answers
The Options Theoretic approach to calculating economic capital considers the value of capital as being equivalent to a call option with a strike price equal to:
The Options Theoretic approach to calculating economic capital is a top-down approach that considers the value of capital as being equivalent to a calloption with a strike price equal to the notional value of the debt - ie, the shareholders have a call option on the assets of the firm which they can acquire by paying the debt holders a value equal to their notional claim (ie the face value of the debt).Therefore Choice 'a' is the correct answer and the other choices are incorrect.
Conditional default probabilities modeled under CreditPortfolio view use a:
Conditional default probabilitiesare modeled as a logit function under CreditPortfolio view. That ensures the resulting probabilities are 'well behaved', ie take a value between 0 and 1. The probability may be expressed as = 1/ (1 + exp(I)), where I is a country specific index taking various macro economic factors into account.
Under the standardized approach to determining operational risk capital, operations risk capital is equal to:
Choice 'd' is the correct answer, as laid down in the Basel II document. The other choices are incorrect.