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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.
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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. Percentile of the distribution corresponding to the point which capital is exhausted - Typically - a minimum acceptable probability of ruin is specified - and economic capital is derived from it
Probability of ruin
Sharpe measure
Differences in financial risk management for financial companies vs industrial companies
Ten assumptions underlying CAPM
2. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Roles of risk management
Business risks
Basis
Effect of non- price- taking behavior on CAPM
3. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Ri = Rz + (gamma)(beta)
Standard deviation of two assets
Options motivation on volatility
Formula for covariance
4. Returns on any stock are linearly related to a set of indexes
Ri = ai + bi1l1 + bi2l2....+ei
Ri = Rz + (gamma)(beta)
Expected return of two assets
Tracking error
5. When negative taxable income is moved to a different year to offset future or past taxable income
Carry- backs and carry- forwards
CAPM with taxes included (equation)
Contango
Debt overhang
6. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Expected return of two assets
Firms becoming more sensitive to changes(bank deregulation)
Contango
Derivative contract
7. Losses due to market activities ex. Interest rate changes or defaults
RAR = relative return of portfolio (RRp)
Options motivation on volatility
Performance- related metrics
Financial risks
8. Wrong distribution - Historical sample may not apply
Ways risk can be mismeasured
Contango
Probability of ruin
Sovereign risk
9. Those which corporations assume whillingly to create competitive advantage/add shareholder value - Business Decisions: investment decisions - prod - dev choices - marketing strategies - organizational struct. - Business Environment: competitive and
Morningstar Rating System
CAPM (formula)
Business Risk
Ways firms can fail to account for risks
10. The need to hedge against risks - for firms need to speculate.
Nonparametric VaR
CAPM with taxes included (equation)
Practical considerations related to ERM implementatio
What lead to the exponential growth to derivatives mkt?
11. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Differences in financial risk management for financial companies vs industrial companies
Allied Irish Bank
Funding liquidity risk
12. The lower (closer to - 1) - the higher the payoff from diversification
Ri = Rz + (gamma)(beta)
Correlation coefficient effect on diversification
Settlement risk
Drysdale Securities (Chase Manhattan)
13. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Traits of ERM
Business Risk
CAPM with taxes included (equation)
Forms of Market risk
14. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Market imperfections that can create value
RAR = relative return of portfolio (RRp)
Barings
Security (primary vs secondary)
15. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Settlement risk
Operational risk
Asset transformers
Exposure
16. Difference between forward price and spot price - Should approach zero as the contract approaches maturity
Formula for covariance
Basis
Source of need for risk management
Treynor measure
17. Probability that a random variable falls below a specified threshold level
Standard deviation of two assets
Shortfall risk
RAR = relative return of portfolio (RRp)
Tail VaR or TCE - Tail Conditional Expectation(TCE)
18. Absolute and relative risk - direction and non-directional
Roles of risk management
Morningstar Rating System
Firms becoming more sensitive to changes(bank deregulation)
Forms of Market risk
19. 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
CAPM assumption for EMH
Ways firms can fail to account for risks
Shortfall risk
Shape of portfolio possibilities curve
20. Cannot exit position in market due to size of the position
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Firms becoming more sensitive to changes(bank deregulation)
Asset liquidity risk
Banker's Trust
21. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Debt overhang
Performance- related metrics
Correlation coefficient effect on diversification
Market imperfections that can create value
22. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
APT in active portfolio management
Sortino ratio
Importance of communication for risk managers
Risk types addressed by ERM
23. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
Settlement risk
Source of need for risk management
EPD or ECOR - Expected Policyholder Deficit (EPD)
CAPM (formula)
24. 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
APT for passive portfolio management
Standard deviation of two assets
Ri = Rz + (gamma)(beta)
Business risks
25. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
Nonparametric VaR
CAPM assumption for EMH
Effect of non- price- taking behavior on CAPM
Operational risk
26. Need to assess risk and tell management so they can determine which risks to take on
Kidder Peabody
Volatility Market risk
Capital market line (CML)
Importance of communication for risk managers
27. Quantile of an empirical distribution
Volatility Market risk
Traits of ERM
Nonparametric VaR
Sharpe measure
28. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
EPD or ECOR - Expected Policyholder Deficit (EPD)
Parametric VaR
CAPM assumption for EMH
LTCM
29. 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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30. Hazard - Financial - Operational - Strategic
Effect of heterogeneous expectations on CAPM
Risk types addressed by ERM
Derivative contract
Carry- backs and carry- forwards
31. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Zero- beta CAPM (two factor model)
Asset liquidity risk
Solvency-related metrics
Jensen's alpha
32. Strategic risk - Business risk - Reputational risk
Importance of communication for risk managers
EPD or ECOR - Expected Policyholder Deficit (EPD)
Contango
Risks excluded from operational risk
33. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Kidder Peabody
Morningstar Rating System
Practical considerations related to ERM implementatio
Correlation coefficient effect on diversification
34. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Ri = ai + bi1l1 + bi2l2....+ei
Recovery rate
CAPM with taxes included (equation)
Options motivation on volatility
35. Risk of loses owing to movements in level or volatility of market prices
VaR - Value at Risk
Market risk
Prices of risk vs sensitivity
Nonparametric VaR
36. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Tracking error
Four major types of risk
Source of need for risk management
Recovery rate
37. Occurs the day when two parties exchange payments same day
Business Risk
Basic Market risk
Correlation coefficient effect on diversification
Settlement risk
38. May not scale over time- Historical data may be meaningless - Not designed to account for catastrophes - VaR says nothing about losses in excess of VaR - May not handle sudden illiquidity
Efficient frontier
Business risks
Drysdale Securities (Chase Manhattan)
Shortcomings of risk metrics
39. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Sovereign risk
Barings
Asset transformers
Debt overhang
40. 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
Shortcomings of risk metrics
Drysdale Securities (Chase Manhattan)
Funding liquidity risk
LTCM
41. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Solve for minimum variance portfolio
Where is risk coming from
Ri = ai + bi1l1 + bi2l2....+ei
Risk
42. Potential amount that can be lost
Zero- beta CAPM (two factor model)
Exposure
LTCM
Derivative contract
43. Interest rate movements - derivatives - defaults
Financial Risk
BTR - Below Target Risk
Standard deviation of two assets
Barings
44. Risk replaced with VaR (Portfolio return - risk free rate)/(portfolio VaR/initial value of portfolio)
Liquidity risk
Financial Risk
EPD or ECOR - Expected Policyholder Deficit (EPD)
VaR- based analysis (formula)
45. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
Risk
Solve for minimum variance portfolio
Ri = ai + bi1l1 + bi2l2....+ei
Effect of non- price- taking behavior on CAPM
46. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
Roles of risk management
Tax shield
Nonmarketable asset impact on CAPM
Risk
47. Unanticipated movements in relative prices of assets in a hedged position - All hedges imply some basis risk
CAPM assumption for EMH
Banker's Trust
Basis risk
Tracking error
48. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Allied Irish Bank
Exposure
APT for passive portfolio management
Ri = Rz + (gamma)(beta)
49. Concave function that extends from minimum variance portfolio to maximum return portfolio
Nonparametric VaR
Three main reasons for financial disasters
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Efficient frontier
50. Valuation focuses on mean of distribution vs risk mgmt focuses on potential variation in payoffs - needs more precision for pricing - VAR doesn't b/c noise cancels out
Valuation vs. Risk management
Risk types addressed by ERM
Effect of heterogeneous expectations on CAPM
Tail VaR or TCE - Tail Conditional Expectation(TCE)