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Test your basic knowledge |
FRM: Foundations Of Risk Management
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Subjects
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business-skills
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certifications
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frm
Instructions:
Answer 50 questions in 15 minutes.
If you are not ready to take this test, you can
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. Potential amount that can be lost
Exposure
Allied Irish Bank
Market risk
Ri = Rz + (gamma)(beta)
2. Probability that a random variable falls below a specified threshold level
Risks excluded from operational risk
Shortfall risk
Sortino ratio
Firms becoming more sensitive to changes(bank deregulation)
3. 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
Solve for minimum variance portfolio
Ten assumptions underlying CAPM
Credit event
Traits of ERM
4. Inability to make payment obligations (ex. Margin calls)
Roles of risk management
Funding liquidity risk
3 main types of operational risk
Effect of heterogeneous expectations on CAPM
5. Interest rate movements - derivatives - defaults
Market imperfections that can create value
Financial Risk
Exposure
APT in active portfolio management
6. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Importance of communication for risk managers
Operational risk
Shortcomings of risk metrics
Ways firms can fail to account for risks
7. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Business risks
Firms becoming more sensitive to changes(bank deregulation)
BTR - Below Target Risk
EPD or ECOR - Expected Policyholder Deficit (EPD)
8. Absolute and relative risk - direction and non-directional
Formula for covariance
Source of need for risk management
Risk types addressed by ERM
Forms of Market risk
9. CAPM requires the strong form of the Efficient Market Hypothesis = private information
Probability of ruin
Jensen's alpha
Information ratio
CAPM assumption for EMH
10. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Prices of risk vs sensitivity
Traits of ERM
Where is risk coming from
Performance- related metrics
11. 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
Performance- related metrics
Practical considerations related to ERM implementatio
Shape of portfolio possibilities curve
Where is risk coming from
12. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Basis
Effect of heterogeneous expectations on CAPM
Business Risk
Drysdale Securities (Chase Manhattan)
13. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Forms of Market risk
Morningstar Rating System
Banker's Trust
Sovereign risk
14. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Market imperfections that can create value
Uncertainty
Standard deviation of two assets
Risk types addressed by ERM
15. 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
Credit event
Debt overhang
VaR- based analysis (formula)
Valuation vs. Risk management
16. The uses of debt to fall into a lower tax rate
Allied Irish Bank
Tax shield
Shape of portfolio possibilities curve
Market imperfections that can create value
17. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
Standard deviation of two assets
Asset liquidity risk
Nonparametric VaR
3 main types of operational risk
18. Need to assess risk and tell management so they can determine which risks to take on
Importance of communication for risk managers
Barings
Ways firms can fail to account for risks
Liquidity risk
19. 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
Financial risks
BTR - Below Target Risk
What lead to the exponential growth to derivatives mkt?
Probability of ruin
20. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Expected return of two assets
Prices of risk vs sensitivity
Three main reasons for financial disasters
Risk types addressed by ERM
21. Relative portfolio risk (RRiskp) - Based on a one- month investment period
Tax shield
Security (primary vs secondary)
Risk
RAR = relative return of portfolio (RRp)
22. 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)
Derivative contract
Basis
Market imperfections that can create value
23. 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
Risk
Practical considerations related to ERM implementatio
CAPM with taxes included (equation)
24. Efficient frontier with inclusion of risk free rate - Straight line with formula Rc = Rf + ((Ra - Rf)/std dev(a))*std dev(c) - c is the total portfolio - a is the risky asset
Efficient frontier
CAPM assumption for EMH
Drysdale Securities (Chase Manhattan)
Capital market line (CML)
25. Cannot exit position in market due to size of the position
Sharpe measure
CAPM with taxes included (equation)
VaR - Value at Risk
Asset liquidity risk
26. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Tax shield
Differences in financial risk management for financial companies vs industrial companies
Market imperfections that can create value
Nonparametric VaR
27. 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
Asset liquidity risk
Zero- beta CAPM (two factor model)
Debt overhang
Kidder Peabody
28. Market risk - Liquidity risk - Credit risk - Operational risk
Financial Risk
CAPM assumption for EMH
Market imperfections that can create value
Four major types of risk
29. Excess return divided by portfolio beta Tp = (E(Rp) - Rf)/portfolio beta - Better for well diversified portfolios
Nonmarketable asset impact on CAPM
Treynor measure
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Financial risks
30. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
Source of need for risk management
Credit event
Ri = Rz + (gamma)(beta)
Risks excluded from operational risk
31. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Standard deviation of two assets
LTCM
Asset transformers
Probability of ruin
32. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Zero- beta CAPM (two factor model)
Contango
Kidder Peabody
CAPM with taxes included (equation)
33. When two payments are exchanged the same day and one party may default after payment is made
Correlation coefficient effect on diversification
Settlement risk
Source of need for risk management
Probability of ruin
34. IR = (E(Rp) - E(Rb))/(std dev(Rp- Rb)) - Evaluate manager of a benchmark fund
Treynor measure
Information ratio
Settlement risk
Ri = Rz + (gamma)(beta)
35. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Tax shield
Asset liquidity risk
CAPM (formula)
Differences in financial risk management for financial companies vs industrial companies
36. Prices of risk are common factors and do not change - Sensitivities can change
Prices of risk vs sensitivity
Valuation vs. Risk management
Ten assumptions underlying CAPM
Multi- period version of CAPM
37. Occurs the day when two parties exchange payments same day
Settlement risk
Allied Irish Bank
APT in active portfolio management
Basis risk
38. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Security (primary vs secondary)
Prices of risk vs sensitivity
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Kidder Peabody
39. Derives value from an underlying asset - rate - or index - Derives value from a security
Jensen's alpha
Derivative contract
CAPM with taxes included (equation)
Debt overhang
40. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Differences in financial risk management for financial companies vs industrial companies
Allied Irish Bank
Sortino ratio
APT for passive portfolio management
41. 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
Traits of ERM
Parametric VaR
What lead to the exponential growth to derivatives mkt?
Multi- period version of CAPM
42. When negative taxable income is moved to a different year to offset future or past taxable income
Carry- backs and carry- forwards
Exposure
Zero- beta CAPM (two factor model)
VaR - Value at Risk
43. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
Prices of risk vs sensitivity
Differences in financial risk management for financial companies vs industrial companies
Tail VaR or TCE - Tail Conditional Expectation(TCE)
VaR - Value at Risk
44. The lower (closer to - 1) - the higher the payoff from diversification
Ri = Rz + (gamma)(beta)
Correlation coefficient effect on diversification
Expected return of two assets
CAPM assumption for EMH
45. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Recovery rate
Sharpe measure
Operational risk
Ten assumptions underlying CAPM
46. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Funding liquidity risk
Financial Risk
Importance of communication for risk managers
Tracking error
47. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Financial risks
Firms becoming more sensitive to changes(bank deregulation)
Basis risk
What lead to the exponential growth to derivatives mkt?
48. Wrong distribution - Historical sample may not apply
Ways risk can be mismeasured
Solve for minimum variance portfolio
Financial risks
Business Risk
49. 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
Three main reasons for financial disasters
Business Risk
Shortfall risk
Recovery rate
50. The need to hedge against risks - for firms need to speculate.
What lead to the exponential growth to derivatives mkt?
Basis
Standard deviation of two assets
Roles of risk management