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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. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Nonparametric VaR
APT in active portfolio management
Debt overhang
Asset transformers
2. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Risk Management Irrelevance Proposition
CAPM with taxes included (equation)
Credit event
EPD or ECOR - Expected Policyholder Deficit (EPD)
3. 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
APT for passive portfolio management
Banker's Trust
Practical considerations related to ERM implementatio
CAPM (formula)
4. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
CAPM assumption for EMH
Effect of non- price- taking behavior on CAPM
Probability of ruin
Correlation coefficient effect on diversification
5. Unanticipated movements in relative prices of assets in hedged position
Basic Market risk
Sortino ratio
Allied Irish Bank
Basis risk
6. Long in options = expecting volatility increase - Short in options = expecting volatility decrease
Forms of Market risk
CAPM with taxes included (equation)
Options motivation on volatility
Risk Management Irrelevance Proposition
7. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Morningstar Rating System
Derivative contract
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Ways risk can be mismeasured
8. Absolute and relative risk - direction and non-directional
Forms of Market risk
Risk
Basis risk
Source of need for risk management
9. Modeling approach is typically between statistical analytic models and structural simulation models
Prices of risk vs sensitivity
Models used in ERM framework
Basis
Nonparametric VaR
10. 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
Expected return of two assets
Ways firms can fail to account for risks
What lead to the exponential growth to derivatives mkt?
Drysdale Securities (Chase Manhattan)
11. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
Ways firms can fail to account for risks
Debt overhang
Standard deviation of two assets
Multi- period version of CAPM
12. Risk of loses owing to movements in level or volatility of market prices
Market imperfections that can create value
Efficient frontier
Market risk
Kidder Peabody
13. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
3 main types of operational risk
Kidder Peabody
Three main reasons for financial disasters
Risk
14. Long Term Capital Management - Renowned quants produced great returns with arbitrage- type trades - Unexpected and extreme events resulted in devaluation of Russian Rouble - resulting in a 3.65 billion dollar bailout - Failure to account for illiquid
Correlation coefficient effect on diversification
LTCM
Nonparametric VaR
Business Risk
15. 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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16. 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
Risk- adjusted performance measure (RAP)
Efficient frontier
Allied Irish Bank
Firms becoming more sensitive to changes(bank deregulation)
17. Occurs the day when two parties exchange payments same day
Volatility Market risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Settlement risk
Roles of risk management
18. The need to hedge against risks - for firms need to speculate.
Effect of heterogeneous expectations on CAPM
Treynor measure
What lead to the exponential growth to derivatives mkt?
Ri = ai + bi1l1 + bi2l2....+ei
19. Wrong distribution - Historical sample may not apply
CAPM with taxes included (equation)
Derivative contract
Where is risk coming from
Ways risk can be mismeasured
20. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Tail VaR or TCE - Tail Conditional Expectation(TCE)
3 main types of operational risk
Firms becoming more sensitive to changes(bank deregulation)
Prices of risk vs sensitivity
21. 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
Funding liquidity risk
LTCM
Ten assumptions underlying CAPM
Asset transformers
22. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Settlement risk
Sovereign risk
APT for passive portfolio management
Derivative contract
23. Interest rate movements - derivatives - defaults
Financial Risk
Derivative contract
Kidder Peabody
Security (primary vs secondary)
24. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Tracking error
Options motivation on volatility
Importance of communication for risk managers
Performance- related metrics
25. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Market imperfections that can create value
Nonmarketable asset impact on CAPM
Financial risks
Operational risk
26. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Multi- period version of CAPM
Allied Irish Bank
Ri = Rz + (gamma)(beta)
Debt overhang
27. The lower (closer to - 1) - the higher the payoff from diversification
Nonmarketable asset impact on CAPM
Sortino ratio
VaR - Value at Risk
Correlation coefficient effect on diversification
28. 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
CAPM (formula)
RAR = relative return of portfolio (RRp)
Sortino ratio
Barings
29. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Effect of heterogeneous expectations on CAPM
Traits of ERM
Four major types of risk
CAPM with taxes included (equation)
30. Excess return equated to alpha plus expected systematic return E(Rp) - Rf = alpha + beta(E(Rm) - Rf)
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31. Probability distribution is unknown (ex. A terrorist attack)
Expected return of two assets
Uncertainty
Solve for minimum variance portfolio
Debt overhang
32. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Financial risks
RAR = relative return of portfolio (RRp)
Settlement risk
Ways firms can fail to account for risks
33. 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
Ways firms can fail to account for risks
Jensen's alpha
Ten assumptions underlying CAPM
Risk
34. Derives value from an underlying asset - rate - or index - Derives value from a security
Sovereign risk
Market risk
Derivative contract
Security (primary vs secondary)
35. 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 -
Models used in ERM framework
Source of need for risk management
Shortcomings of risk metrics
APT for passive portfolio management
36. Returns on any stock are linearly related to a set of indexes
Asset transformers
CAPM with taxes included (equation)
Ri = ai + bi1l1 + bi2l2....+ei
Four major types of risk
37. 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.
Risk
Risk Management Irrelevance Proposition
EPD or ECOR - Expected Policyholder Deficit (EPD)
Asset liquidity risk
38. Probability that a random variable falls below a specified threshold level
Shortfall risk
Volatility Market risk
Market imperfections that can create value
Contango
39. Expected value of unfavorable deviations of a random variable from a specified target level
Basis risk
Financial Risk
Correlation coefficient effect on diversification
BTR - Below Target Risk
40. Quantile of an empirical distribution
Nonparametric VaR
Multi- period version of CAPM
Tax shield
Ri = ai + bi1l1 + bi2l2....+ei
41. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Recovery rate
Nonmarketable asset impact on CAPM
Morningstar Rating System
Differences in financial risk management for financial companies vs industrial companies
42. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Traits of ERM
Business risks
Financial risks
Sharpe measure
43. 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
Risk types addressed by ERM
Settlement risk
Probability of ruin
Sortino ratio
44. 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
3 main types of operational risk
Kidder Peabody
Risk- adjusted performance measure (RAP)
Drysdale Securities (Chase Manhattan)
45. Return is linearly related to growth rate in consumption
Multi- period version of CAPM
Standard deviation of two assets
Nonmarketable asset impact on CAPM
VaR- based analysis (formula)
46. CAPM requires the strong form of the Efficient Market Hypothesis = private information
CAPM assumption for EMH
CAPM with taxes included (equation)
Jensen's alpha
Credit event
47. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Tracking error
Market imperfections that can create value
Formula for covariance
Contango
48. Volatility of unexpected outcomes
Asset liquidity risk
Three main reasons for financial disasters
Asset transformers
Risk
49. Future price is greater than the spot price
Settlement risk
Contango
RAR = relative return of portfolio (RRp)
Morningstar Rating System
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
APT (equation and assumptions)
Valuation vs. Risk management
Zero- beta CAPM (two factor model)
Tracking error