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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. CAPM requires the strong form of the Efficient Market Hypothesis = private information
Jensen's alpha
CAPM (formula)
CAPM assumption for EMH
Source of need for risk management
2. Asset-liability/market-liquidity risk
Operational risk
Liquidity risk
Sovereign risk
Information ratio
3. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Business Risk
Asset liquidity risk
APT in active portfolio management
Risk
4. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Basis
Security (primary vs secondary)
EPD or ECOR - Expected Policyholder Deficit (EPD)
Capital market line (CML)
5. Both probability and cost of tail events are considered
BTR - Below Target Risk
Differences in financial risk management for financial companies vs industrial companies
Jensen's alpha
Tail VaR or TCE - Tail Conditional Expectation(TCE)
6. Rp = XaRa + XbRb
Market risk
Risk Management Irrelevance Proposition
Expected return of two assets
Ri = Rz + (gamma)(beta)
7. 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
Ways firms can fail to account for risks
Solve for minimum variance portfolio
Contango
Kidder Peabody
8. 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
Solve for minimum variance portfolio
Sharpe measure
CAPM with taxes included (equation)
Shortcomings of risk metrics
9. John Rusnak - a currency option trader - produced losses of 691 million by using imaginary trades to disguise large naked positions. - Enforced need for back office controls
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Derivative contract
Sharpe measure
Allied Irish Bank
10. Concave function that extends from minimum variance portfolio to maximum return portfolio
Operational risk
Formula for covariance
Allied Irish Bank
Efficient frontier
11. 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
APT (equation and assumptions)
Business Risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Carry- backs and carry- forwards
12. 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.
APT for passive portfolio management
Roles of risk management
Risk Management Irrelevance Proposition
Settlement risk
13. 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
Ten assumptions underlying CAPM
BTR - Below Target Risk
Differences in financial risk management for financial companies vs industrial companies
Exposure
14. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Where is risk coming from
Debt overhang
Credit event
15. Relative portfolio risk (RRiskp) - Based on a one- month investment period
RAR = relative return of portfolio (RRp)
Tax shield
Operational risk
Roles of risk management
16. Unanticipated movements in relative prices of assets in hedged position
Sharpe measure
Basic Market risk
Debt overhang
Ri = ai + bi1l1 + bi2l2....+ei
17. Excess return divided by portfolio beta Tp = (E(Rp) - Rf)/portfolio beta - Better for well diversified portfolios
Information ratio
Basis
What lead to the exponential growth to derivatives mkt?
Treynor measure
18. When two payments are exchanged the same day and one party may default after payment is made
APT for passive portfolio management
Kidder Peabody
Capital market line (CML)
Settlement risk
19. 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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20. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Recovery rate
Information ratio
Four major types of risk
Performance- related metrics
21. Difference between forward price and spot price - Should approach zero as the contract approaches maturity
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Effect of heterogeneous expectations on CAPM
Basis
Solvency-related metrics
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
Settlement risk
Security (primary vs secondary)
Nonparametric VaR
23. Multibeta CAPM Ri - Rf =
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Settlement risk
Shortcomings of risk metrics
Barings
24. The need to hedge against risks - for firms need to speculate.
Recovery rate
What lead to the exponential growth to derivatives mkt?
VaR - Value at Risk
Ri = ai + bi1l1 + bi2l2....+ei
25. The uses of debt to fall into a lower tax rate
Capital market line (CML)
Jensen's alpha
Tax shield
Risk
26. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Kidder Peabody
Recovery rate
Sortino ratio
Probability of ruin
27. Interest rate movements - derivatives - defaults
Ten assumptions underlying CAPM
Financial Risk
Derivative contract
Shortcomings of risk metrics
28. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Business risks
Capital market line (CML)
Debt overhang
Efficient frontier
29. 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
Settlement risk
Practical considerations related to ERM implementatio
BTR - Below Target Risk
Morningstar Rating System
30. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
Nonmarketable asset impact on CAPM
Recovery rate
CAPM (formula)
Shortcomings of risk metrics
31. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Firms becoming more sensitive to changes(bank deregulation)
Solve for minimum variance portfolio
Tracking error
Parametric VaR
32. 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
Traits of ERM
Effect of non- price- taking behavior on CAPM
Morningstar Rating System
Financial risks
33. Modeling approach is typically between statistical analytic models and structural simulation models
Models used in ERM framework
Roles of risk management
CAPM with taxes included (equation)
Performance- related metrics
34. Hazard - Financial - Operational - Strategic
Ways risk can be mismeasured
Risk types addressed by ERM
Traits of ERM
Sharpe measure
35. Prices of risk are common factors and do not change - Sensitivities can change
Shape of portfolio possibilities curve
Prices of risk vs sensitivity
Differences in financial risk management for financial companies vs industrial companies
Barings
36. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
Zero- beta CAPM (two factor model)
3 main types of operational risk
CAPM (formula)
Sortino ratio
37. Probability distribution is unknown (ex. A terrorist attack)
Zero- beta CAPM (two factor model)
Business risks
Uncertainty
Contango
38. Strategic risk - Business risk - Reputational risk
Probability of ruin
Risks excluded from operational risk
Business Risk
Basis risk
39. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Correlation coefficient effect on diversification
Contango
Debt overhang
Source of need for risk management
40. Derives value from an underlying asset - rate - or index - Derives value from a security
APT (equation and assumptions)
Multi- period version of CAPM
Financial risks
Derivative contract
41. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
CAPM (formula)
Basic Market risk
Shape of portfolio possibilities curve
APT in active portfolio management
42. 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
Capital market line (CML)
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Barings
43. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Correlation coefficient effect on diversification
Effect of heterogeneous expectations on CAPM
Uncertainty
Market risk
44. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
Financial risks
Risk Management Irrelevance Proposition
3 main types of operational risk
Solve for minimum variance portfolio
45. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
VaR- based analysis (formula)
Exposure
Debt overhang
Ways firms can fail to account for risks
46. Cannot exit position in market due to size of the position
Nonparametric VaR
RAR = relative return of portfolio (RRp)
Uncertainty
Asset liquidity risk
47. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Prices of risk vs sensitivity
Recovery rate
3 main types of operational risk
Effect of non- price- taking behavior on CAPM
48. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Source of need for risk management
Sovereign risk
Differences in financial risk management for financial companies vs industrial companies
Practical considerations related to ERM implementatio
49. Risk of loses owing to movements in level or volatility of market prices
Ri = ai + bi1l1 + bi2l2....+ei
What lead to the exponential growth to derivatives mkt?
Risk types addressed by ERM
Market risk
50. When negative taxable income is moved to a different year to offset future or past taxable income
Carry- backs and carry- forwards
Morningstar Rating System
3 main types of operational risk
Risk- adjusted performance measure (RAP)