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Test your basic knowledge |
FRM: Foundations Of Risk Management
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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. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
3 main types of operational risk
Basic Market risk
Risk types addressed by ERM
Standard deviation of two assets
2. When negative taxable income is moved to a different year to offset future or past taxable income
Tax shield
Efficient frontier
Carry- backs and carry- forwards
Settlement risk
3. Absolute and relative risk - direction and non-directional
Contango
Forms of Market risk
Models used in ERM framework
VaR- based analysis (formula)
4. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Funding liquidity risk
Recovery rate
Models used in ERM framework
Debt overhang
5. 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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6. 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
Debt overhang
Basis risk
Sortino ratio
Drysdale Securities (Chase Manhattan)
7. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Debt overhang
Exposure
Risk
Tax shield
8. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
APT for passive portfolio management
Ten assumptions underlying CAPM
Where is risk coming from
Valuation vs. Risk management
9. Expected value of unfavorable deviations of a random variable from a specified target level
Risks excluded from operational risk
BTR - Below Target Risk
Differences in financial risk management for financial companies vs industrial companies
Ri = Rz + (gamma)(beta)
10. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Funding liquidity risk
Performance- related metrics
Derivative contract
Correlation coefficient effect on diversification
11. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
CAPM with taxes included (equation)
Ways firms can fail to account for risks
Efficient frontier
APT in active portfolio management
12. Curve must be concave - Straight line connecting any two points must be under the curve
Shape of portfolio possibilities curve
Recovery rate
Basis risk
Parametric VaR
13. When two payments are exchanged the same day and one party may default after payment is made
Risk
Settlement risk
Effect of non- price- taking behavior on CAPM
Three main reasons for financial disasters
14. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
Credit event
Morningstar Rating System
Capital market line (CML)
Firms becoming more sensitive to changes(bank deregulation)
15. Relationship drawn from CML - RAP = [(market std dev)/(portfolio std dev)]*(Portfolio return - risk free rate) + risk free rate - annualized
Risk- adjusted performance measure (RAP)
Financial risks
Three main reasons for financial disasters
Barings
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
Three main reasons for financial disasters
APT in active portfolio management
Morningstar Rating System
Practical considerations related to ERM implementatio
17. 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
BTR - Below Target Risk
Contango
Sortino ratio
18. The lower (closer to - 1) - the higher the payoff from diversification
Operational risk
Shortcomings of risk metrics
Morningstar Rating System
Correlation coefficient effect on diversification
19. Quantile of a statistical distribution
Nonmarketable asset impact on CAPM
CAPM (formula)
Parametric VaR
Multi- period version of CAPM
20. Changes in vol - implied or actual
Volatility Market risk
LTCM
Zero- beta CAPM (two factor model)
Correlation coefficient effect on diversification
21. 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
Funding liquidity risk
Prices of risk vs sensitivity
Information ratio
APT for passive portfolio management
22. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Ten assumptions underlying CAPM
Effect of non- price- taking behavior on CAPM
Basis risk
Sovereign risk
23. Efficient frontier with inclusion of risk free rate - Straight line with formula Rc = Rf + ((Ra - Rf)/std dev(a))*std dev(c) - c is the total portfolio - a is the risky asset
Three main reasons for financial disasters
Nonmarketable asset impact on CAPM
Capital market line (CML)
CAPM with taxes included (equation)
24. 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.
Drysdale Securities (Chase Manhattan)
Risk Management Irrelevance Proposition
Ways risk can be mismeasured
Firms becoming more sensitive to changes(bank deregulation)
25. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Firms becoming more sensitive to changes(bank deregulation)
Barings
Models used in ERM framework
Financial risks
26. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
APT in active portfolio management
Shortcomings of risk metrics
Derivative contract
Effect of non- price- taking behavior on CAPM
27. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Volatility Market risk
APT for passive portfolio management
Formula for covariance
RAR = relative return of portfolio (RRp)
28. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
3 main types of operational risk
CAPM (formula)
Shortfall risk
Multi- period version of CAPM
29. Interest rate movements - derivatives - defaults
Four major types of risk
Roles of risk management
Financial Risk
CAPM (formula)
30. Derives value from an underlying asset - rate - or index - Derives value from a security
Barings
Derivative contract
Morningstar Rating System
Risk
31. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
RAR = relative return of portfolio (RRp)
Morningstar Rating System
Risk- adjusted performance measure (RAP)
Tracking error
32. Long in options = expecting volatility increase - Short in options = expecting volatility decrease
Four major types of risk
Debt overhang
Options motivation on volatility
Asset liquidity risk
33. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Asset transformers
Risk types addressed by ERM
Ten assumptions underlying CAPM
CAPM with taxes included (equation)
34. Inability to make payment obligations (ex. Margin calls)
Traits of ERM
Efficient frontier
Funding liquidity risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
35. Law of one price - Homogeneous expectations - Security returns process
Risk Management Irrelevance Proposition
Options motivation on volatility
Performance- related metrics
APT (equation and assumptions)
36. 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
Treynor measure
Jensen's alpha
Traits of ERM
Capital market line (CML)
37. 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
Uncertainty
Risk Management Irrelevance Proposition
Financial Risk
Business Risk
38. Probability distribution is unknown (ex. A terrorist attack)
Uncertainty
Solve for minimum variance portfolio
APT in active portfolio management
Nonmarketable asset impact on CAPM
39. The uses of debt to fall into a lower tax rate
Financial risks
CAPM with taxes included (equation)
Solve for minimum variance portfolio
Tax shield
40. 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
Shape of portfolio possibilities curve
Nonparametric VaR
CAPM (formula)
Ways firms can fail to account for risks
41. The need to hedge against risks - for firms need to speculate.
What lead to the exponential growth to derivatives mkt?
Nonmarketable asset impact on CAPM
VaR- based analysis (formula)
Business Risk
42. Unanticipated movements in relative prices of assets in a hedged position - All hedges imply some basis risk
Formula for covariance
Basis risk
Market imperfections that can create value
Ways risk can be mismeasured
43. Quantile of an empirical distribution
Drysdale Securities (Chase Manhattan)
Nonparametric VaR
Security (primary vs secondary)
Models used in ERM framework
44. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Operational risk
Solvency-related metrics
Four major types of risk
Standard deviation of two assets
45. 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 -
Sovereign risk
APT in active portfolio management
Source of need for risk management
Kidder Peabody
46. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
APT for passive portfolio management
Practical considerations related to ERM implementatio
Banker's Trust
Zero- beta CAPM (two factor model)
47. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
APT (equation and assumptions)
EPD or ECOR - Expected Policyholder Deficit (EPD)
Sharpe measure
Effect of heterogeneous expectations on CAPM
48. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Business risks
Recovery rate
Zero- beta CAPM (two factor model)
Derivative contract
49. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Risk types addressed by ERM
Standard deviation of two assets
CAPM assumption for EMH
Financial Risk
50. Concave function that extends from minimum variance portfolio to maximum return portfolio
Credit event
Efficient frontier
Parametric VaR
Correlation coefficient effect on diversification