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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. 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
Tracking error
What lead to the exponential growth to derivatives mkt?
Solvency-related metrics
2. Market risk - Liquidity risk - Credit risk - Operational risk
Four major types of risk
Traits of ERM
Funding liquidity risk
Basis risk
3. Probability that a random variable falls below a specified threshold level
What lead to the exponential growth to derivatives mkt?
Exposure
Funding liquidity risk
Shortfall risk
4. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
CAPM assumption for EMH
Funding liquidity risk
Ri = Rz + (gamma)(beta)
Importance of communication for risk managers
5. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
Risk- adjusted performance measure (RAP)
CAPM (formula)
Sortino ratio
Funding liquidity risk
6. 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
Liquidity risk
Operational risk
Shortcomings of risk metrics
Importance of communication for risk managers
7. Modeling approach is typically between statistical analytic models and structural simulation models
Models used in ERM framework
Market risk
CAPM assumption for EMH
Risk types addressed by ERM
8. Inability to make payment obligations (ex. Margin calls)
Morningstar Rating System
Parametric VaR
Funding liquidity risk
Jensen's alpha
9. Strategic risk - Business risk - Reputational risk
Risks excluded from operational risk
Prices of risk vs sensitivity
3 main types of operational risk
Zero- beta CAPM (two factor model)
10. The lower (closer to - 1) - the higher the payoff from diversification
Nonmarketable asset impact on CAPM
Probability of ruin
Correlation coefficient effect on diversification
Tracking error
11. 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
Basic Market risk
Operational risk
Credit event
Drysdale Securities (Chase Manhattan)
12. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Contango
Practical considerations related to ERM implementatio
Recovery rate
Tracking error
13. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
Prices of risk vs sensitivity
Nonmarketable asset impact on CAPM
APT in active portfolio management
Efficient frontier
14. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Effect of non- price- taking behavior on CAPM
Operational risk
Shape of portfolio possibilities curve
Shortfall risk
15. Wrong distribution - Historical sample may not apply
Drysdale Securities (Chase Manhattan)
VaR - Value at Risk
Ways risk can be mismeasured
Risk
16. Potential amount that can be lost
Exposure
EPD or ECOR - Expected Policyholder Deficit (EPD)
Effect of heterogeneous expectations on CAPM
VaR - Value at Risk
17. 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
Standard deviation of two assets
Roles of risk management
Volatility Market risk
18. Future price is greater than the spot price
APT in active portfolio management
Forms of Market risk
Ways firms can fail to account for risks
Contango
19. Return is linearly related to growth rate in consumption
Performance- related metrics
Multi- period version of CAPM
Security (primary vs secondary)
Four major types of risk
20. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
EPD or ECOR - Expected Policyholder Deficit (EPD)
APT for passive portfolio management
APT in active portfolio management
Prices of risk vs sensitivity
21. Losses due to market activities ex. Interest rate changes or defaults
Credit event
Firms becoming more sensitive to changes(bank deregulation)
Financial risks
Capital market line (CML)
22. Curve must be concave - Straight line connecting any two points must be under the curve
Valuation vs. Risk management
3 main types of operational risk
Ri = ai + bi1l1 + bi2l2....+ei
Shape of portfolio possibilities curve
23. 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
Kidder Peabody
RAR = relative return of portfolio (RRp)
VaR- based analysis (formula)
Shortcomings of risk metrics
24. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Allied Irish Bank
Standard deviation of two assets
Credit event
CAPM with taxes included (equation)
25. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Standard deviation of two assets
Solvency-related metrics
Funding liquidity risk
Banker's Trust
26. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
Zero- beta CAPM (two factor model)
Settlement risk
Effect of non- price- taking behavior on CAPM
APT in active portfolio management
27. 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
Efficient frontier
Information ratio
Traits of ERM
Models used in ERM framework
28. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Valuation vs. Risk management
Settlement risk
Source of need for risk management
Security (primary vs secondary)
29. Law of one price - Homogeneous expectations - Security returns process
Shortfall risk
APT (equation and assumptions)
CAPM assumption for EMH
Settlement risk
30. 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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31. Excess return divided by portfolio volatility (std dev) Sp = (E(Rp) - Rf)/(std dev of Rp) - Better for non- diversified portfolios
LTCM
Ri = ai + bi1l1 + bi2l2....+ei
Sharpe measure
Roles of risk management
32. 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
Debt overhang
VaR - Value at Risk
Business risks
Barings
33. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Basis
APT in active portfolio management
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Debt overhang
34. Long in options = expecting volatility increase - Short in options = expecting volatility decrease
Options motivation on volatility
RAR = relative return of portfolio (RRp)
Ri = Rz + (gamma)(beta)
Tracking error
35. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Market imperfections that can create value
Traits of ERM
Importance of communication for risk managers
Shape of portfolio possibilities curve
36. Firms became multinational - - >watched xchange rates more - deregulation and globalization
BTR - Below Target Risk
Effect of non- price- taking behavior on CAPM
Zero- beta CAPM (two factor model)
Firms becoming more sensitive to changes(bank deregulation)
37. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Options motivation on volatility
Differences in financial risk management for financial companies vs industrial companies
Risk- adjusted performance measure (RAP)
Where is risk coming from
38. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Parametric VaR
Settlement risk
Sovereign risk
Market risk
39. 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.
Multi- period version of CAPM
Roles of risk management
Risk Management Irrelevance Proposition
Morningstar Rating System
40. Volatility of unexpected outcomes
Roles of risk management
Zero- beta CAPM (two factor model)
Risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
41. Risk of loses owing to movements in level or volatility of market prices
Market risk
Basis
Three main reasons for financial disasters
Firms becoming more sensitive to changes(bank deregulation)
42. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Debt overhang
Business risks
APT (equation and assumptions)
VaR - Value at Risk
43. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Risk Management Irrelevance Proposition
Derivative contract
Funding liquidity risk
Recovery rate
44. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Solvency-related metrics
Business risks
Source of need for risk management
APT for passive portfolio management
45. Asset-liability/market-liquidity risk
Capital market line (CML)
APT for passive portfolio management
Liquidity risk
Roles of risk management
46. 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
Ri = ai + bi1l1 + bi2l2....+ei
Allied Irish Bank
Parametric VaR
Risks excluded from operational risk
47. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Correlation coefficient effect on diversification
APT for passive portfolio management
Four major types of risk
Asset transformers
48. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Risks excluded from operational risk
Uncertainty
RAR = relative return of portfolio (RRp)
Risk types addressed by ERM
49. Cannot exit position in market due to size of the position
Roles of risk management
Basic Market risk
Shape of portfolio possibilities curve
Asset liquidity risk
50. 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
Jensen's alpha
Probability of ruin
Sortino ratio
Practical considerations related to ERM implementatio