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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. 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
Differences in financial risk management for financial companies vs industrial companies
Financial risks
Valuation vs. Risk management
Asset liquidity risk
2. The uses of debt to fall into a lower tax rate
VaR- based analysis (formula)
Operational risk
3 main types of operational risk
Tax shield
3. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
Performance- related metrics
Probability of ruin
Nonparametric VaR
EPD or ECOR - Expected Policyholder Deficit (EPD)
4. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Capital market line (CML)
Parametric VaR
Standard deviation of two assets
Asset liquidity risk
5. Future price is greater than the spot price
Solve for minimum variance portfolio
Business risks
Contango
Tail VaR or TCE - Tail Conditional Expectation(TCE)
6. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Effect of non- price- taking behavior on CAPM
Risk
3 main types of operational risk
Debt overhang
7. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Barings
Efficient frontier
Morningstar Rating System
Tracking error
8. Absolute and relative risk - direction and non-directional
Forms of Market risk
Formula for covariance
Volatility Market risk
3 main types of operational risk
9. Asses firm risks - Communicate risks - Manage and monitor risks
Financial Risk
Roles of risk management
Contango
Traits of ERM
10. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
Effect of non- price- taking behavior on CAPM
Allied Irish Bank
Differences in financial risk management for financial companies vs industrial companies
Ri = ai + bi1l1 + bi2l2....+ei
11. CAPM requires the strong form of the Efficient Market Hypothesis = private information
CAPM assumption for EMH
Settlement risk
Settlement risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
12. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Kidder Peabody
APT for passive portfolio management
Differences in financial risk management for financial companies vs industrial companies
APT in active portfolio management
13. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Asset liquidity risk
Jensen's alpha
Parametric VaR
Operational risk
14. 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
Ways risk can be mismeasured
Risk Management Irrelevance Proposition
Financial risks
15. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
Carry- backs and carry- forwards
Recovery rate
VaR - Value at Risk
Nonparametric VaR
16. Designate ERM champion - usually CRO - Make ERM part of firm culture - Determining all possible risks - Quantifying operational and strategic risks - Integrating risks (dependencies) - Lack of risk transfer mechanisms - Monitoring
Information ratio
Three main reasons for financial disasters
Market risk
Practical considerations related to ERM implementatio
17. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Where is risk coming from
Basis risk
Kidder Peabody
Treynor measure
18. Unanticipated movements in relative prices of assets in hedged position
Treynor measure
Liquidity risk
Basic Market risk
Drysdale Securities (Chase Manhattan)
19. Derives value from an underlying asset - rate - or index - Derives value from a security
Kidder Peabody
Asset liquidity risk
Differences in financial risk management for financial companies vs industrial companies
Derivative contract
20. 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
Market imperfections that can create value
Drysdale Securities (Chase Manhattan)
Multi- period version of CAPM
Effect of non- price- taking behavior on CAPM
21. Relationship drawn from CML - RAP = [(market std dev)/(portfolio std dev)]*(Portfolio return - risk free rate) + risk free rate - annualized
CAPM with taxes included (equation)
APT (equation and assumptions)
Solvency-related metrics
Risk- adjusted performance measure (RAP)
22. Concave function that extends from minimum variance portfolio to maximum return portfolio
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Efficient frontier
Uncertainty
Kidder Peabody
23. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Nonmarketable asset impact on CAPM
Liquidity risk
Effect of non- price- taking behavior on CAPM
Business risks
24. Asset-liability/market-liquidity risk
Probability of ruin
Morningstar Rating System
Liquidity risk
Settlement risk
25. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Traits of ERM
RAR = relative return of portfolio (RRp)
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Solvency-related metrics
26. Quantile of an empirical distribution
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Financial Risk
Formula for covariance
Nonparametric VaR
27. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
Credit event
Models used in ERM framework
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
RAR = relative return of portfolio (RRp)
28. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Firms becoming more sensitive to changes(bank deregulation)
Debt overhang
Treynor measure
Security (primary vs secondary)
29. Law of one price - Homogeneous expectations - Security returns process
APT (equation and assumptions)
Where is risk coming from
Market imperfections that can create value
Drysdale Securities (Chase Manhattan)
30. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Debt overhang
Practical considerations related to ERM implementatio
Importance of communication for risk managers
CAPM with taxes included (equation)
31. Expected value of unfavorable deviations of a random variable from a specified target level
Contango
BTR - Below Target Risk
Carry- backs and carry- forwards
Traits of ERM
32. Interest rate movements - derivatives - defaults
Solve for minimum variance portfolio
Financial Risk
Capital market line (CML)
Effect of heterogeneous expectations on CAPM
33. Strategic risk - Business risk - Reputational risk
Security (primary vs secondary)
Probability of ruin
Contango
Risks excluded from operational risk
34. Long in options = expecting volatility increase - Short in options = expecting volatility decrease
Options motivation on volatility
Tracking error
Capital market line (CML)
Expected return of two assets
35. 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
Barings
Effect of non- price- taking behavior on CAPM
Multi- period version of CAPM
Ri = Rz + (gamma)(beta)
36. 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
Morningstar Rating System
Basis risk
Shortcomings of risk metrics
APT (equation and assumptions)
37. Occurs the day when two parties exchange payments same day
Barings
Debt overhang
Sovereign risk
Settlement risk
38. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
Debt overhang
Jensen's alpha
RAR = relative return of portfolio (RRp)
CAPM assumption for EMH
39. Risk of loses owing to movements in level or volatility of market prices
Recovery rate
Market risk
Asset liquidity risk
Debt overhang
40. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Risk Management Irrelevance Proposition
Zero- beta CAPM (two factor model)
Sortino ratio
Multi- period version of CAPM
41. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Business risks
Effect of heterogeneous expectations on CAPM
Uncertainty
Exposure
42. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
CAPM assumption for EMH
Tracking error
Treynor measure
43. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
Sortino ratio
CAPM (formula)
Carry- backs and carry- forwards
Shortcomings of risk metrics
44. Market risk - Liquidity risk - Credit risk - Operational risk
Four major types of risk
VaR- based analysis (formula)
Tracking error
Solve for minimum variance portfolio
45. Return is linearly related to growth rate in consumption
Basis risk
Multi- period version of CAPM
Volatility Market risk
Basic Market risk
46. Excess return divided by portfolio volatility (std dev) Sp = (E(Rp) - Rf)/(std dev of Rp) - Better for non- diversified portfolios
Roles of risk management
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Sharpe measure
Settlement risk
47. 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
Drysdale Securities (Chase Manhattan)
Risk
Where is risk coming from
48. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Sortino ratio
Standard deviation of two assets
Firms becoming more sensitive to changes(bank deregulation)
Recovery rate
49. Probability distribution is unknown (ex. A terrorist attack)
Risk Management Irrelevance Proposition
Tracking error
Business Risk
Uncertainty
50. Volatility of unexpected outcomes
Sovereign risk
Risk
Risks excluded from operational risk
Formula for covariance