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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. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
APT in active portfolio management
Three main reasons for financial disasters
Derivative contract
Multi- period version of CAPM
2. Occurs the day when two parties exchange payments same day
Settlement risk
VaR- based analysis (formula)
Business risks
Tax shield
3. Interest rate movements - derivatives - defaults
Exposure
Drysdale Securities (Chase Manhattan)
Financial Risk
Source of need for risk management
4. Risk of loses owing to movements in level or volatility of market prices
Market risk
Settlement risk
Asset liquidity risk
Uncertainty
5. Curve must be concave - Straight line connecting any two points must be under the curve
CAPM assumption for EMH
3 main types of operational risk
Shape of portfolio possibilities curve
Effect of heterogeneous expectations on CAPM
6. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
APT for passive portfolio management
Zero- beta CAPM (two factor model)
Traits of ERM
Business Risk
7. Multibeta CAPM Ri - Rf =
Treynor measure
Information ratio
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Sovereign risk
8. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Asset liquidity risk
Effect of heterogeneous expectations on CAPM
Recovery rate
Basis
9. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Standard deviation of two assets
Shape of portfolio possibilities curve
Debt overhang
LTCM
10. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Information ratio
Banker's Trust
Differences in financial risk management for financial companies vs industrial companies
Performance- related metrics
11. 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 -
Forms of Market risk
Source of need for risk management
Risk types addressed by ERM
Firms becoming more sensitive to changes(bank deregulation)
12. Unanticipated movements in relative prices of assets in a hedged position - All hedges imply some basis risk
Risk
Basis risk
Probability of ruin
Importance of communication for risk managers
13. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
CAPM (formula)
Roles of risk management
BTR - Below Target Risk
Probability of ruin
14. 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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15. Relationship drawn from CML - RAP = [(market std dev)/(portfolio std dev)]*(Portfolio return - risk free rate) + risk free rate - annualized
Risk- adjusted performance measure (RAP)
Shape of portfolio possibilities curve
Standard deviation of two assets
Parametric VaR
16. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
APT for passive portfolio management
Treynor measure
Security (primary vs secondary)
Shortcomings of risk metrics
17. Future price is greater than the spot price
Debt overhang
Ri = ai + bi1l1 + bi2l2....+ei
Contango
CAPM (formula)
18. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Operational risk
Efficient frontier
Risks excluded from operational risk
Risk
19. 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
Shape of portfolio possibilities curve
Recovery rate
Kidder Peabody
Differences in financial risk management for financial companies vs industrial companies
20. 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
LTCM
CAPM with taxes included (equation)
Contango
Drysdale Securities (Chase Manhattan)
21. 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)
Financial risks
CAPM (formula)
Risk Management Irrelevance Proposition
22. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Carry- backs and carry- forwards
Ri = Rz + (gamma)(beta)
Formula for covariance
CAPM with taxes included (equation)
23. 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
Volatility Market risk
LTCM
Shortcomings of risk metrics
Ways firms can fail to account for risks
24. Derives value from an underlying asset - rate - or index - Derives value from a security
Derivative contract
APT (equation and assumptions)
Risk types addressed by ERM
Settlement risk
25. 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.
Uncertainty
Liquidity risk
Risk Management Irrelevance Proposition
Banker's Trust
26. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Risk
Ri = ai + bi1l1 + bi2l2....+ei
Carry- backs and carry- forwards
Drysdale Securities (Chase Manhattan)
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
LTCM
Firms becoming more sensitive to changes(bank deregulation)
Traits of ERM
Security (primary vs secondary)
28. 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
Credit event
Market imperfections that can create value
Probability of ruin
Tracking error
29. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Carry- backs and carry- forwards
Sortino ratio
Shape of portfolio possibilities curve
Solvency-related metrics
30. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
APT for passive portfolio management
Shape of portfolio possibilities curve
Formula for covariance
Nonmarketable asset impact on CAPM
31. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Market imperfections that can create value
BTR - Below Target Risk
APT in active portfolio management
CAPM with taxes included (equation)
32. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
LTCM
Asset transformers
Risk types addressed by ERM
Exposure
33. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Zero- beta CAPM (two factor model)
VaR- based analysis (formula)
Where is risk coming from
Prices of risk vs sensitivity
34. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Basic Market risk
Morningstar Rating System
Tax shield
Firms becoming more sensitive to changes(bank deregulation)
35. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Settlement risk
Credit event
Sortino ratio
Ten assumptions underlying CAPM
36. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
What lead to the exponential growth to derivatives mkt?
BTR - Below Target Risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Effect of non- price- taking behavior on CAPM
37. Asset-liability/market-liquidity risk
Allied Irish Bank
Banker's Trust
Liquidity risk
Tracking error
38. Absolute and relative risk - direction and non-directional
What lead to the exponential growth to derivatives mkt?
Forms of Market risk
Asset liquidity risk
Ri = ai + bi1l1 + bi2l2....+ei
39. 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
Shape of portfolio possibilities curve
Information ratio
Business Risk
Multi- period version of CAPM
40. The lower (closer to - 1) - the higher the payoff from diversification
Derivative contract
Shortcomings of risk metrics
Settlement risk
Correlation coefficient effect on diversification
41. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Sortino ratio
Morningstar Rating System
Four major types of risk
Drysdale Securities (Chase Manhattan)
42. Rp = XaRa + XbRb
Expected return of two assets
Jensen's alpha
Derivative contract
Drysdale Securities (Chase Manhattan)
43. Quantile of a statistical distribution
Drysdale Securities (Chase Manhattan)
Parametric VaR
Formula for covariance
Risk Management Irrelevance Proposition
44. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
Debt overhang
Credit event
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Formula for covariance
45. Wrong distribution - Historical sample may not apply
Basis
Ways risk can be mismeasured
APT (equation and assumptions)
Parametric VaR
46. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Sovereign risk
Traits of ERM
Ways firms can fail to account for risks
Sortino ratio
47. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Ways risk can be mismeasured
Performance- related metrics
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Traits of ERM
48. Expected value of unfavorable deviations of a random variable from a specified target level
BTR - Below Target Risk
Formula for covariance
Barings
Financial Risk
49. Returns on any stock are linearly related to a set of indexes
Asset transformers
Ri = ai + bi1l1 + bi2l2....+ei
APT (equation and assumptions)
Sharpe measure
50. Quantile of an empirical distribution
CAPM with taxes included (equation)
Options motivation on volatility
Nonparametric VaR
Models used in ERM framework