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Test your basic knowledge |
FRM: Foundations Of Risk Management
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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. The uses of debt to fall into a lower tax rate
What lead to the exponential growth to derivatives mkt?
Tax shield
Uncertainty
Sortino ratio
2. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Solvency-related metrics
Carry- backs and carry- forwards
Morningstar Rating System
Practical considerations related to ERM implementatio
3. Law of one price - Homogeneous expectations - Security returns process
Where is risk coming from
Roles of risk management
APT (equation and assumptions)
Banker's Trust
4. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Morningstar Rating System
APT (equation and assumptions)
Market risk
Risk Management Irrelevance Proposition
5. RM cannot increase firm value when it costs the same to bear a risk w/in the firm or outside the firm - For RM to increase firm value it must be more expensive to bear risks internally than to pay capital markets to bear them.
Recovery rate
Market imperfections that can create value
Risk Management Irrelevance Proposition
Information ratio
6. Hazard - Financial - Operational - Strategic
Options motivation on volatility
VaR- based analysis (formula)
Sharpe measure
Risk types addressed by ERM
7. Prices of risk are common factors and do not change - Sensitivities can change
Prices of risk vs sensitivity
EPD or ECOR - Expected Policyholder Deficit (EPD)
Formula for covariance
Drysdale Securities (Chase Manhattan)
8. No transaction costs - assets infinitely divisible - no personal tax - perfect competition - investors only care about mean and variance - short- selling allowed - unlimited lending and borrowing - homogeneity: single period - homogeneity: same mean
Nonmarketable asset impact on CAPM
Effect of heterogeneous expectations on CAPM
Ten assumptions underlying CAPM
Probability of ruin
9. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Risk- adjusted performance measure (RAP)
Risk
Funding liquidity risk
Sharpe measure
10. Inability to make payment obligations (ex. Margin calls)
Uncertainty
Zero- beta CAPM (two factor model)
Funding liquidity risk
Recovery rate
11. Excess return divided by portfolio volatility (std dev) Sp = (E(Rp) - Rf)/(std dev of Rp) - Better for non- diversified portfolios
Four major types of risk
RAR = relative return of portfolio (RRp)
Risk- adjusted performance measure (RAP)
Sharpe measure
12. Risk replaced with VaR (Portfolio return - risk free rate)/(portfolio VaR/initial value of portfolio)
CAPM assumption for EMH
Business Risk
Sharpe measure
VaR- based analysis (formula)
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
Effect of non- price- taking behavior on CAPM
Traits of ERM
Three main reasons for financial disasters
Carry- backs and carry- forwards
14. Potential amount that can be lost
Exposure
RAR = relative return of portfolio (RRp)
Options motivation on volatility
Jensen's alpha
15. When negative taxable income is moved to a different year to offset future or past taxable income
Financial Risk
Treynor measure
Risks excluded from operational risk
Carry- backs and carry- forwards
16. Asses firm risks - Communicate risks - Manage and monitor risks
Roles of risk management
Forms of Market risk
Sharpe measure
Financial risks
17. CAPM requires the strong form of the Efficient Market Hypothesis = private information
Basis risk
Sortino ratio
CAPM assumption for EMH
Models used in ERM framework
18. Volatility of unexpected outcomes
Risk types addressed by ERM
Kidder Peabody
Basis
Risk
19. Covariance = correlation coefficient std dev(a) std dev(b)
Sharpe measure
Formula for covariance
Solve for minimum variance portfolio
Funding liquidity risk
20. 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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21. Unanticipated movements in relative prices of assets in hedged position
Basic Market risk
Debt overhang
Nonparametric VaR
Carry- backs and carry- forwards
22. Strategic risk - Business risk - Reputational risk
Recovery rate
Risks excluded from operational risk
Banker's Trust
Expected return of two assets
23. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
Where is risk coming from
Solve for minimum variance portfolio
Effect of heterogeneous expectations on CAPM
Parametric VaR
24. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Ri = Rz + (gamma)(beta)
Contango
Volatility Market risk
Market risk
25. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
Sovereign risk
Effect of non- price- taking behavior on CAPM
Correlation coefficient effect on diversification
Allied Irish Bank
26. Need to assess risk and tell management so they can determine which risks to take on
Importance of communication for risk managers
Risks excluded from operational risk
Valuation vs. Risk management
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
27. Asset-liability/market-liquidity risk
Liquidity risk
Derivative contract
Carry- backs and carry- forwards
Barings
28. Expected value of unfavorable deviations of a random variable from a specified target level
Sharpe measure
BTR - Below Target Risk
Debt overhang
Source of need for risk management
29. Quantile of an empirical distribution
APT in active portfolio management
LTCM
Nonparametric VaR
Credit event
30. Both probability and cost of tail events are considered
Risk- adjusted performance measure (RAP)
Ri = ai + bi1l1 + bi2l2....+ei
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Financial Risk
31. Derives value from an underlying asset - rate - or index - Derives value from a security
Sharpe measure
Business Risk
Settlement risk
Derivative contract
32. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Solvency-related metrics
Ri = ai + bi1l1 + bi2l2....+ei
Operational risk
Three main reasons for financial disasters
33. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Debt overhang
Nonmarketable asset impact on CAPM
Settlement risk
Morningstar Rating System
34. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Zero- beta CAPM (two factor model)
Solve for minimum variance portfolio
Performance- related metrics
Importance of communication for risk managers
35. Firms became multinational - - >watched xchange rates more - deregulation and globalization
CAPM (formula)
Differences in financial risk management for financial companies vs industrial companies
Sharpe measure
Firms becoming more sensitive to changes(bank deregulation)
36. When two payments are exchanged the same day and one party may default after payment is made
Correlation coefficient effect on diversification
CAPM assumption for EMH
Settlement risk
Ri = ai + bi1l1 + bi2l2....+ei
37. Probability that a random variable falls below a specified threshold level
Shortfall risk
Carry- backs and carry- forwards
Exposure
Source of need for risk management
38. 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 -
Parametric VaR
Shortcomings of risk metrics
Source of need for risk management
Capital market line (CML)
39. The lower (closer to - 1) - the higher the payoff from diversification
Exposure
Correlation coefficient effect on diversification
Barings
Sortino ratio
40. Probability distribution is unknown (ex. A terrorist attack)
Allied Irish Bank
Business risks
Uncertainty
Banker's Trust
41. Absolute and relative risk - direction and non-directional
Probability of ruin
Sortino ratio
Forms of Market risk
VaR - Value at Risk
42. 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
Probability of ruin
Business Risk
Source of need for risk management
Efficient frontier
43. Returns on any stock are linearly related to a set of indexes
Security (primary vs secondary)
Ri = ai + bi1l1 + bi2l2....+ei
Solvency-related metrics
Financial Risk
44. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
APT for passive portfolio management
Zero- beta CAPM (two factor model)
Operational risk
APT in active portfolio management
45. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Probability of ruin
Sovereign risk
Market imperfections that can create value
Prices of risk vs sensitivity
46. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Tracking error
BTR - Below Target Risk
What lead to the exponential growth to derivatives mkt?
Forms of Market risk
47. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Effect of heterogeneous expectations on CAPM
Source of need for risk management
Solvency-related metrics
Business risks
48. The need to hedge against risks - for firms need to speculate.
Morningstar Rating System
Business risks
Financial risks
What lead to the exponential growth to derivatives mkt?
49. 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
Financial Risk
Exposure
Risk- adjusted performance measure (RAP)
Shortcomings of risk metrics
50. Future price is greater than the spot price
CAPM with taxes included (equation)
Recovery rate
Risk Management Irrelevance Proposition
Contango