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Test your basic knowledge |
FRM: Foundations Of Risk Management
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business-skills
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certifications
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frm
Instructions:
Answer 50 questions in 15 minutes.
If you are not ready to take this test, you can
study here
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Match each statement with the correct term.
Don't refresh. All questions and answers are randomly picked and ordered every time you load a test.
This is a study tool. The 3 wrong answers for each question are randomly chosen from answers to other questions. So, you might find at times the answers obvious, but you will see it re-enforces your understanding as you take the test each time.
1. Prices of risk are common factors and do not change - Sensitivities can change
Prices of risk vs sensitivity
Importance of communication for risk managers
Risk
Source of need for risk management
2. Potential amount that can be lost
Basis
Nonparametric VaR
Risk- adjusted performance measure (RAP)
Exposure
3. Sold complex derivatives to Proctor & Gamble and Gibson - Were sued due to claims that they deceived buyers - Need for better controls for matching complexity of trade with client sophistication - Need for price quotes independent of front office Met
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4. Excess return equated to alpha plus expected systematic return E(Rp) - Rf = alpha + beta(E(Rm) - Rf)
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5. Joseph Jett exploited an accounting glitch to book 350 million of false profits (government bonds) - Massive misreporting resulted in loss of confidence in management - Failed to take into account the present value of a forward - Learn to investigate
Asset transformers
Derivative contract
Formula for covariance
Kidder Peabody
6. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
Traits of ERM
VaR - Value at Risk
Risks excluded from operational risk
Debt overhang
7. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Forms of Market risk
Business risks
Asset transformers
Shortfall risk
8. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Prices of risk vs sensitivity
Ways firms can fail to account for risks
Solvency-related metrics
Efficient frontier
9. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Multi- period version of CAPM
Drysdale Securities (Chase Manhattan)
Risk types addressed by ERM
Debt overhang
10. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Carry- backs and carry- forwards
Source of need for risk management
Exposure
Ri = Rz + (gamma)(beta)
11. Firm may ignore known risk - Somebody in firm may know about risk - but it's not captured by models - Realization of a truly unknown risk
Source of need for risk management
Effect of non- price- taking behavior on CAPM
RAR = relative return of portfolio (RRp)
Ways firms can fail to account for risks
12. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Sortino ratio
Nonmarketable asset impact on CAPM
Credit event
Debt overhang
13. Enterprise Risk Management - ERM is a discipline - culture of enterprise - ERM applies to all industries - ERM is not just defensive - adds value - ERM encompasses all risks - ERM addresses all stakeholders
Roles of risk management
Traits of ERM
Risks excluded from operational risk
APT for passive portfolio management
14. Losses due to market activities ex. Interest rate changes or defaults
Recovery rate
Financial risks
Options motivation on volatility
Risk- adjusted performance measure (RAP)
15. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Three main reasons for financial disasters
Business risks
Shortfall risk
Asset liquidity risk
16. Rp = XaRa + XbRb
Shape of portfolio possibilities curve
Expected return of two assets
Basis
Efficient frontier
17. Derives value from an underlying asset - rate - or index - Derives value from a security
Financial Risk
Carry- backs and carry- forwards
Derivative contract
Risk Management Irrelevance Proposition
18. Returns on any stock are linearly related to a set of indexes
Ri = ai + bi1l1 + bi2l2....+ei
Ri = Rz + (gamma)(beta)
Business risks
What lead to the exponential growth to derivatives mkt?
19. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Probability of ruin
Effect of heterogeneous expectations on CAPM
Expected return of two assets
RAR = relative return of portfolio (RRp)
20. Occurs the day when two parties exchange payments same day
Risk- adjusted performance measure (RAP)
Solvency-related metrics
Basis
Settlement risk
21. Obtained unsecured borrowing of 300 million by exploiting flaw in computing US government bond collateral - Had only 20 million in capital - Chase absorbed losses since they brokered deal - Called for better process control and more precise methods f
Asset liquidity risk
Risk Management Irrelevance Proposition
Shortfall risk
Drysdale Securities (Chase Manhattan)
22. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Effect of heterogeneous expectations on CAPM
Credit event
Performance- related metrics
Ways firms can fail to account for risks
23. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
3 main types of operational risk
Parametric VaR
Contango
Morningstar Rating System
24. IR = (E(Rp) - E(Rb))/(std dev(Rp- Rb)) - Evaluate manager of a benchmark fund
APT for passive portfolio management
Asset liquidity risk
Sovereign risk
Information ratio
25. Quantile of an empirical distribution
Business risks
Nonparametric VaR
Uncertainty
Financial Risk
26. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
Settlement risk
VaR - Value at Risk
VaR- based analysis (formula)
Morningstar Rating System
27. Inability to make payment obligations (ex. Margin calls)
Business Risk
Funding liquidity risk
Tracking error
CAPM assumption for EMH
28. Strategic risk - Business risk - Reputational risk
Carry- backs and carry- forwards
Morningstar Rating System
Ways risk can be mismeasured
Risks excluded from operational risk
29. Excess return divided by portfolio volatility (std dev) Sp = (E(Rp) - Rf)/(std dev of Rp) - Better for non- diversified portfolios
Basic Market risk
Sharpe measure
Effect of heterogeneous expectations on CAPM
Tail VaR or TCE - Tail Conditional Expectation(TCE)
30. Return is linearly related to growth rate in consumption
Traits of ERM
Shape of portfolio possibilities curve
Multi- period version of CAPM
Information ratio
31. Law of one price - Homogeneous expectations - Security returns process
Market risk
Tracking error
Financial risks
APT (equation and assumptions)
32. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Information ratio
CAPM assumption for EMH
Solve for minimum variance portfolio
APT in active portfolio management
33. Leeson took large speculative position in Nikkei 225 disguised as safe transactions by fake customers - Earthquake increased volatility and destroyed short put options - Losses of 1.25 billion and forced bankruptcy - Necessity of an independent tradi
Allied Irish Bank
3 main types of operational risk
Business risks
Barings
34. 1971: Fixed Exchange rate system broke down and was replaced by more volatile floating rate - 1973: Oil price shocks - - >high inflation - - >interest rate swings - 1987: Black Monday - OCt 19 - mkt fell 23% - 1989: Japanese stock price bubble -
Source of need for risk management
Liquidity risk
APT for passive portfolio management
Basis risk
35. Long in options = expecting volatility increase - Short in options = expecting volatility decrease
Risks excluded from operational risk
Solvency-related metrics
Options motivation on volatility
Risk
36. Both probability and cost of tail events are considered
Market risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
What lead to the exponential growth to derivatives mkt?
Risk
37. Concave function that extends from minimum variance portfolio to maximum return portfolio
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Efficient frontier
Importance of communication for risk managers
Ten assumptions underlying CAPM
38. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
Financial risks
Models used in ERM framework
EPD or ECOR - Expected Policyholder Deficit (EPD)
Shortfall risk
39. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
Where is risk coming from
Sovereign risk
Carry- backs and carry- forwards
Solve for minimum variance portfolio
40. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Roles of risk management
Security (primary vs secondary)
Credit event
Financial risks
41. Cannot exit position in market due to size of the position
Asset liquidity risk
Nonparametric VaR
Efficient frontier
Ten assumptions underlying CAPM
42. Volatility of unexpected outcomes
Uncertainty
Risk
Settlement risk
Valuation vs. Risk management
43. Track an index with a portfolio that excludes certain stocks - Track an index that must include certain stocks - To closely track an index while tailoring the risk exposure
Security (primary vs secondary)
Prices of risk vs sensitivity
APT for passive portfolio management
Sovereign risk
44. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Nonparametric VaR
LTCM
Probability of ruin
RAR = relative return of portfolio (RRp)
45. Multibeta CAPM Ri - Rf =
Credit event
Forms of Market risk
Financial Risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
46. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
EPD or ECOR - Expected Policyholder Deficit (EPD)
Shortcomings of risk metrics
Firms becoming more sensitive to changes(bank deregulation)
Risk
47. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Exposure
Asset transformers
Efficient frontier
Funding liquidity risk
48. Risk of loses owing to movements in level or volatility of market prices
Market risk
Basic Market risk
CAPM (formula)
APT for passive portfolio management
49. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Sovereign risk
Business risks
Sortino ratio
Prices of risk vs sensitivity
50. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Solvency-related metrics
Volatility Market risk
Differences in financial risk management for financial companies vs industrial companies