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Test your basic knowledge |
FRM: Foundations Of Risk Management
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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. 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
Barings
Banker's Trust
Multi- period version of CAPM
Practical considerations related to ERM implementatio
2. 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.
Debt overhang
Security (primary vs secondary)
Volatility Market risk
Risk Management Irrelevance Proposition
3. Wrong distribution - Historical sample may not apply
Traits of ERM
APT for passive portfolio management
Ways risk can be mismeasured
Asset liquidity risk
4. When two payments are exchanged the same day and one party may default after payment is made
Asset liquidity risk
Market imperfections that can create value
Settlement risk
Effect of heterogeneous expectations on CAPM
5. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
Four major types of risk
Solvency-related metrics
LTCM
3 main types of operational risk
6. Asses firm risks - Communicate risks - Manage and monitor risks
Roles of risk management
Three main reasons for financial disasters
Morningstar Rating System
Financial risks
7. Unanticipated movements in relative prices of assets in hedged position
Basic Market risk
Barings
Ways firms can fail to account for risks
Information ratio
8. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Risk
Asset transformers
Ways firms can fail to account for risks
Volatility Market risk
9. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Barings
Asset transformers
Firms becoming more sensitive to changes(bank deregulation)
CAPM assumption for EMH
10. Quantile of a statistical distribution
Parametric VaR
Asset transformers
Nonmarketable asset impact on CAPM
Ways firms can fail to account for risks
11. Modeling approach is typically between statistical analytic models and structural simulation models
APT (equation and assumptions)
Kidder Peabody
Carry- backs and carry- forwards
Models used in ERM framework
12. Need to assess risk and tell management so they can determine which risks to take on
Risk Management Irrelevance Proposition
Importance of communication for risk managers
Valuation vs. Risk management
Correlation coefficient effect on diversification
13. Returns on any stock are linearly related to a set of indexes
Ways risk can be mismeasured
Ways firms can fail to account for risks
Ri = ai + bi1l1 + bi2l2....+ei
Funding liquidity risk
14. Prices of risk are common factors and do not change - Sensitivities can change
Ri = ai + bi1l1 + bi2l2....+ei
Morningstar Rating System
Prices of risk vs sensitivity
Exposure
15. 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
LTCM
Efficient frontier
Risk- adjusted performance measure (RAP)
Probability of ruin
16. CAPM requires the strong form of the Efficient Market Hypothesis = private information
CAPM assumption for EMH
Financial Risk
Jensen's alpha
Multi- period version of CAPM
17. Losses due to market activities ex. Interest rate changes or defaults
Recovery rate
Ways risk can be mismeasured
Financial risks
Solve for minimum variance portfolio
18. Concave function that extends from minimum variance portfolio to maximum return portfolio
Market risk
Effect of non- price- taking behavior on CAPM
Efficient frontier
RAR = relative return of portfolio (RRp)
19. Strategic risk - Business risk - Reputational risk
Risks excluded from operational risk
Roles of risk management
Basis risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
20. 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
Probability of ruin
VaR - Value at Risk
Credit event
Asset liquidity risk
21. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Morningstar Rating System
Three main reasons for financial disasters
Uncertainty
Efficient frontier
22. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
Sovereign risk
Market risk
VaR - Value at Risk
Solve for minimum variance portfolio
23. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
VaR - Value at Risk
Business Risk
Settlement risk
Morningstar Rating System
24. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Valuation vs. Risk management
Models used in ERM framework
VaR - Value at Risk
Debt overhang
25. Excess return equated to alpha plus expected systematic return E(Rp) - Rf = alpha + beta(E(Rm) - Rf)
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26. 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
Exposure
Business Risk
Capital market line (CML)
Basis risk
27. Both probability and cost of tail events are considered
Traits of ERM
Treynor measure
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Allied Irish Bank
28. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Basic Market risk
Treynor measure
Sovereign risk
Standard deviation of two assets
29. 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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30. 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
Derivative contract
Contango
Solve for minimum variance portfolio
Ten assumptions underlying CAPM
31. Rp = XaRa + XbRb
Debt overhang
Valuation vs. Risk management
Banker's Trust
Expected return of two assets
32. Cannot exit position in market due to size of the position
Asset liquidity risk
Ten assumptions underlying CAPM
CAPM with taxes included (equation)
RAR = relative return of portfolio (RRp)
33. Relationship drawn from CML - RAP = [(market std dev)/(portfolio std dev)]*(Portfolio return - risk free rate) + risk free rate - annualized
BTR - Below Target Risk
Differences in financial risk management for financial companies vs industrial companies
Risk Management Irrelevance Proposition
Risk- adjusted performance measure (RAP)
34. Multibeta CAPM Ri - Rf =
Zero- beta CAPM (two factor model)
Business Risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Ways firms can fail to account for risks
35. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
Debt overhang
Tracking error
Risk types addressed by ERM
Effect of non- price- taking behavior on CAPM
36. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Liquidity risk
Differences in financial risk management for financial companies vs industrial companies
Effect of heterogeneous expectations on CAPM
CAPM with taxes included (equation)
37. Unanticipated movements in relative prices of assets in a hedged position - All hedges imply some basis risk
Basis risk
3 main types of operational risk
Tax shield
Credit event
38. Asset-liability/market-liquidity risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Debt overhang
Liquidity risk
Differences in financial risk management for financial companies vs industrial companies
39. 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
CAPM with taxes included (equation)
Ways risk can be mismeasured
Carry- backs and carry- forwards
Kidder Peabody
40. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Asset liquidity risk
APT for passive portfolio management
Operational risk
BTR - Below Target Risk
41. Risk of loses owing to movements in level or volatility of market prices
Standard deviation of two assets
Market risk
APT (equation and assumptions)
Basic Market risk
42. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Three main reasons for financial disasters
Formula for covariance
Forms of Market risk
Zero- beta CAPM (two factor model)
43. The uses of debt to fall into a lower tax rate
VaR - Value at Risk
What lead to the exponential growth to derivatives mkt?
Tax shield
Ten assumptions underlying CAPM
44. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Shortfall risk
Banker's Trust
Nonparametric VaR
Security (primary vs secondary)
45. Curve must be concave - Straight line connecting any two points must be under the curve
Shape of portfolio possibilities curve
Solvency-related metrics
Liquidity risk
Settlement risk
46. 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
Uncertainty
VaR- based analysis (formula)
Volatility Market risk
Traits of ERM
47. 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)
Basic Market risk
Ways firms can fail to account for risks
Barings
48. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
EPD or ECOR - Expected Policyholder Deficit (EPD)
Jensen's alpha
Morningstar Rating System
APT in active portfolio management
49. 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
Performance- related metrics
Forms of Market risk
APT for passive portfolio management
Tail VaR or TCE - Tail Conditional Expectation(TCE)
50. Changes in vol - implied or actual
Volatility Market risk
Basis
Prices of risk vs sensitivity
Where is risk coming from