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Test your basic knowledge |
CFA Level2 Vocab
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Subjects
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certifications
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cfa
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. A strategy used to replicate an index. It is also used to take a given amount of cash and turn it into an equity position while maintaining the liquidity provided by the cash.
Discount for lack of control
Debt incurrence test
Amortizing and accreting swaps
Equitizing cash
2. A finan-cial metric that measures the length of time required for a company to convert cash invested in its operations to cash received as a result of its oper-ations; equal to days of inventory on hand + days of sales outstanding - number of days of
Safety-first Rules
Inventory turnover
Error autocorrelation
Cash conversion cycle (net operating cycle)
3. An extra return that compensates investors for the increased sensitivity of the mar-ket value of debt to a change in market interest rates as maturity is extended.
Maturity premium
Sell-side analysts
Crawling peg
Arithmetic mean
4. The accounting system of recording transactions in which every recorded transaction affects at least two accounts so as to keep the basic accounting equation (assets = liabilities + owners' equity) in balance.
Double-entry accounting
Offsetting
Normalized earnings
Futures exchange
5. A measure of dispersion relat-ing to a population - calculated as the mean of the squared deviations around the population mean.
Residual loss
Lessee
Population variance
Historical cost
6. Observations that are depen-dent on each other.
Trailirig dividend yield
No-growth value per share
Paired observations
Due diligence
7. Independent projects are projects whose cash flows are independent ofeach other.
Spin-off
Factor
Spearman rank correlation coefficient
Independent projects
8. When a company is acquired and the purchase price is less than the fai r value of the net assets. The current treatment of the excess of fair value over the purchase price is diffe re t under IFRS and U.S. CAAP. The excess is never accounted for as n
Interest rate call
Purchasing power parity
Component cost of capital
Bargain purchase
9. Financial statements in which all elements (accounts) are stated as a per-centage of a key figure such as revenue for an income statement or total assets for a balance sheet.
Variable costs
Daily settlement
Common size statements
Carried interest
10. A sample measure of the degree of a distribution's peakedness.
Sample kurtosis
Pairs arbitrage
Measure of central tendency
Bond-equivalent yield
11. A potential business combina-tion that is endorsed by the managers of both companies.
Trimmed mean
Friendly transaction
Top-down analysis
Clean surplus accounting
12. The average return in excess of the risk-free rate divided by the standard deviation of return; a measure of the average excess return earned per unit of standard deviation of return.
Frequency distribution
Interest rate forward
Independent variable
Sharpe ratio
13. The amount to which a payment or series of payments will grow by a stated future date.
Trade receivables (commercial receivables or accounts receivable)
Clean surplus accounting
Precautionary stocks
Future value (FV)
14. An option to enter into a swap.
Swaption
Covariance stationary
In-the-money
Market-oriented investors
15. A fUl !lction giving the probability of joint occurrences of values of stated random variables.
Assignment of accounts receivable
J oint probability function
Independent variable
Current account
16. Accounting method in which the only relevant transactions for the financial statements are those that involve cash.
Trust receipt arrangement
Cash basis
Temporal method
Double-entry accounting
17. The first in - first out - method of accounting for inventory - which matches sales against the costs of items of inventory in the order in which they were placed in inventory.
FIFO method
Covariance matrix
Bargain purchase
Accounting profit (income before taxes or pretax income)
18. The amount at which an asset or liability is valued for tax purposes.
Statutory merger
Yield beta
Tax base (tax basis)
Measure of location
19. A minimum level of cash to be held available-estimated in advance and adjusted for known funds transfers - seasonality - or other factors.
Exchange rate
Survivorship bias
Target balance
Split-off
20. A ratio in property valua-tion; net operating income divided by sale price. Also known as the going-in rate.
Mean excess return
Leveraged buyout (LBO)
FIFO method
Overall capitalization rate
21. Costs that remain at the same level regardless of a company's level of production and sales.
Centralized risk management or companywide risk management
Fixed costs
Current ratio
Time value or speculative value
22. An agreement between two parties in which one party - the buyer - agrees to buy from the other party - the seller - an underlying asset at a later date for a price established at the start of the contract.
Permanent differences
Tree diagram
Forward contract
Delta-normal method
23. The time between settlement dates.
Revaluation
Ratio scales
Settlement period
Cannibalization
24. A breakdown of accounts into cate-gories of days outstanding.
Aging schedule
Segment margin
Takeover
Up transition probability
25. A rate of return that reflects the rela-tionship between differently dated cash flows; a discount rate.
Expensed
Interest rate
Annuity
After-tax cash flow (ATCF)
26. Under U.S. GAAP -a special purpose entity structured to avoid consol-idation that must meet qualification criteria.
Qualifying special purpose entities
Credit-linked notes
Cost structure
Retail method
27. An option on the yield spread on a bond.
Acquisition method
Overall capitalization rate
Independent
Credit spread option
28. The problem or issue of popu-lation regression parameters that have changed over time.
Quintiles
Parameter instability
Creditor nation
Leverage
29. A measure of the expected annual cash flow from the operation of a real estate investment after all expenses but before taxes.
Tangible book value per share
Liquidation value
Basic earnings per share (EPS)
Before-tax cash flow
30. A person or organization seeking to profit by acquiring a company and reselling it - or seeking to profit from the takeover attempt itself (e.g. - greenmail).
Model risk
Trailirig dividend yield
Equitizing cash
Corporate raider
31. The risk associated with accounting standards that vary from country to country or with any uncertainty about how certain transac-tions should be recorded.
Accounting risk
Comparables (comps - guideline assets - guideline com-panies)
Interest rate collar
Lack of marketability discount
32. Cash-settled for-ward contracts - used predominately with respect to foreign exchange forwards.
Passive strategy
Nondeliverable forwards (NDFs)
Investment value
After-tax equity reversion (ATER)
33. Corporate earnings are taxed twice when paid out as dividends. First - corporate earn-ings are taxed regardless of whether they will be distributed as dividends or retained at the G-13 corporate level - and second - dividends are taxed again at the i
Systematic sampling
Up transition probability
Double taxation
Friendly transaction
34. In accounting contexts - cash on hand (e.g. - petty cash and cash not yet deposited to the bank) and demand deposits held in banks and similar accounts that can be used in payment of obligations.
Cost approach to value
Conglomerate discount
Cash
Orderly liquidation value
35. A set of techniques for estimating losses in extremely unfavorable combinations of events or scenarios.
Stress testing
Mean absolute deviation
Commodity swap
Special purpose entity (special purpose vehicle or variable interest entity)
36. The error of not rejecting a false null hypothesis.
Type II error
Objective probabilities
Negative serial correlation
Terminal share price
37. A decision rule for choos-ing between two investments based on their means and variances.
Discount for lack of control
Face value (also principal - par value - stated value - or maturity value)
Markowitz decision rule
Dividend payout ratio
38. Liabilities related to expenses that have been incurred butnot yet paid as of the end of an accountingperiod-an example of an accrued expense is rent that has been incurred but not yet paid -resulting in a liability 'rent payable.'
Instability in the minimum-variance frontier
Accrued expenses (accrued liabilities)
Conditional variances
Probability density function
39. A yield on a basis comparable to the quoted yield on an interest-bearing money market instrument that pays interest on a 360-<iay basis; the annualized holding period yield - assuming a 360-<iay year.
Clean surplus relation
Money market yield (or CD equivalent yield
No-growth company
Yield to maturity
40. In the con-text of private company valuation - valuation model based on an assumption of a constant growth rate of free cash flow to the firm or a con-stant growth rate of free cash flow to equity.
Trailirig dividend yield
Diluted earnings per share (diluted
Capitalized cash flow model (method)
Retail method
41. A profitability ratio calculated as earnings before taxes divided by revenue.
Operating risk
Sample excess kurtosis
Pretax margin
Relative frequency
42. With reference to regression errors - errors that are correlated across observations.
Serially correlated
Plain vanilla swap
Deciles
Degrees of freedom (df)
43. A measure of th e yield on the undel~ ing bond of a futures contract implied by pricing it as though the underlying will be delivered at the futures expiration.
Qualifying special purpose entities
White-corrected standard errors
Trade credit
Implied yield
44. A transaction in which a position in the underlying is protected by buying a put and selling a call with the premium from the sale of the call offsetting the premium from the purchase of the put. It can also be used to protect a floating-rate borrowe
Zero-cost collar
Quality of earnings analysis
Valuation ratios
Time-series data
45. An estimate of the cost of common equity that is produced by summing the before-tax cost of debt and a risk premium that captures the additional yield on a company's stock relative to its bonds. The addi-tional yield is often estimated using historic
NTM P/E
Sample standard deviation
Bond yield plus risk premium approach
Cap
46. An experiment that can produce one of two outcomes.
Bernoulli trial
In-the-money
Interest rate option
Risk premium
47. Division ofnet operating income by an overall capitalization rate to arrive at market value.
Net asset balance sheet exposure
Direct income capitalization approach
Sales risk
Earnings per share
48. Aka 'Residual income.'
Quantile (or fractile)
Abnormal earnings
Scatter plot
Sovereign yield spread
49. The most frequently occurring value in a set of observations.
Active return
Mode
Conglomerate merger
Inventory
50. The positive square root of the variance; a measure of dispersion in the same units as the original data.
Total return swap
Sales-type lease
Premise of value
Standard deviation