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Test your basic knowledge |
FRM: Foundations Of Risk Management
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business-skills
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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. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
Tail VaR or TCE - Tail Conditional Expectation(TCE)
CAPM (formula)
Ways risk can be mismeasured
Sharpe measure
2. Derives value from an underlying asset - rate - or index - Derives value from a security
Drysdale Securities (Chase Manhattan)
Parametric VaR
Effect of heterogeneous expectations on CAPM
Derivative contract
3. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
EPD or ECOR - Expected Policyholder Deficit (EPD)
Where is risk coming from
BTR - Below Target Risk
RAR = relative return of portfolio (RRp)
4. 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
Source of need for risk management
CAPM (formula)
Probability of ruin
Capital market line (CML)
5. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
Four major types of risk
Capital market line (CML)
3 main types of operational risk
Tax shield
6. Curve must be concave - Straight line connecting any two points must be under the curve
Options motivation on volatility
Shape of portfolio possibilities curve
Solve for minimum variance portfolio
Derivative contract
7. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
Market risk
VaR - Value at Risk
Zero- beta CAPM (two factor model)
Options motivation on volatility
8. Returns on any stock are linearly related to a set of indexes
CAPM assumption for EMH
Ri = ai + bi1l1 + bi2l2....+ei
Recovery rate
Effect of non- price- taking behavior on CAPM
9. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Firms becoming more sensitive to changes(bank deregulation)
Parametric VaR
Banker's Trust
Zero- beta CAPM (two factor model)
10. Expected value of unfavorable deviations of a random variable from a specified target level
Sortino ratio
Valuation vs. Risk management
BTR - Below Target Risk
CAPM (formula)
11. Changes in vol - implied or actual
Asset transformers
Volatility Market risk
Risk
Basis
12. Concave function that extends from minimum variance portfolio to maximum return portfolio
Efficient frontier
Differences in financial risk management for financial companies vs industrial companies
Models used in ERM framework
Settlement risk
13. Excess return divided by portfolio beta Tp = (E(Rp) - Rf)/portfolio beta - Better for well diversified portfolios
Zero- beta CAPM (two factor model)
Security (primary vs secondary)
Risk Management Irrelevance Proposition
Treynor measure
14. 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)
Market imperfections that can create value
Barings
VaR - Value at Risk
15. 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
Volatility Market risk
Ways firms can fail to account for risks
LTCM
Performance- related metrics
16. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
Tail VaR or TCE - Tail Conditional Expectation(TCE)
EPD or ECOR - Expected Policyholder Deficit (EPD)
Nonparametric VaR
Nonmarketable asset impact on CAPM
17. 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
Business Risk
Capital market line (CML)
Shape of portfolio possibilities curve
Volatility Market risk
18. Law of one price - Homogeneous expectations - Security returns process
APT (equation and assumptions)
Kidder Peabody
Performance- related metrics
Settlement risk
19. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Debt overhang
Options motivation on volatility
Where is risk coming from
VaR - Value at Risk
20. 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
Where is risk coming from
Settlement risk
Barings
Market risk
21. Risk- adjusted rating (RAR) - Difference between relative returns and relative risk
Asset transformers
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Morningstar Rating System
Tail VaR or TCE - Tail Conditional Expectation(TCE)
22. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Sovereign risk
Debt overhang
Tax shield
Effect of heterogeneous expectations on CAPM
23. 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
Financial risks
LTCM
Three main reasons for financial disasters
3 main types of operational risk
24. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Tracking error
APT for passive portfolio management
Performance- related metrics
Uncertainty
25. Potential amount that can be lost
Barings
Risk types addressed by ERM
Exposure
Funding liquidity risk
26. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
EPD or ECOR - Expected Policyholder Deficit (EPD)
Asset liquidity risk
Where is risk coming from
Effect of non- price- taking behavior on CAPM
27. Xmvp = ((variance of b) - covariance)/((variance of a) + (variance of b) - 2 * covariance)
LTCM
Solve for minimum variance portfolio
Settlement risk
Tracking error
28. Covariance = correlation coefficient std dev(a) std dev(b)
Formula for covariance
Exposure
Basis
Security (primary vs secondary)
29. Both probability and cost of tail events are considered
Solvency-related metrics
VaR - Value at Risk
Debt overhang
Tail VaR or TCE - Tail Conditional Expectation(TCE)
30. Excess return equated to alpha plus expected systematic return E(Rp) - Rf = alpha + beta(E(Rm) - Rf)
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31. Occurs the day when two parties exchange payments same day
EPD or ECOR - Expected Policyholder Deficit (EPD)
Roles of risk management
Contango
Settlement risk
32. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
3 main types of operational risk
Asset liquidity risk
Ri = Rz + (gamma)(beta)
Debt overhang
33. Hazard - Financial - Operational - Strategic
Models used in ERM framework
Risk types addressed by ERM
Funding liquidity risk
Four major types of risk
34. Return is linearly related to growth rate in consumption
Effect of heterogeneous expectations on CAPM
Multi- period version of CAPM
Asset liquidity risk
Formula for covariance
35. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Importance of communication for risk managers
Three main reasons for financial disasters
Effect of non- price- taking behavior on CAPM
Ri = Rz + (gamma)(beta)
36. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Asset transformers
CAPM with taxes included (equation)
Firms becoming more sensitive to changes(bank deregulation)
Operational risk
37. Probability that a random variable falls below a specified threshold level
Sovereign risk
Efficient frontier
Shortfall risk
APT for passive portfolio management
38. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Recovery rate
Nonmarketable asset impact on CAPM
What lead to the exponential growth to derivatives mkt?
3 main types of operational risk
39. Risk replaced with VaR (Portfolio return - risk free rate)/(portfolio VaR/initial value of portfolio)
Differences in financial risk management for financial companies vs industrial companies
VaR- based analysis (formula)
Ri = Rz + (gamma)(beta)
Sovereign risk
40. Probability distribution is unknown (ex. A terrorist attack)
Asset transformers
Uncertainty
Carry- backs and carry- forwards
Practical considerations related to ERM implementatio
41. Modeling approach is typically between statistical analytic models and structural simulation models
What lead to the exponential growth to derivatives mkt?
Exposure
Models used in ERM framework
Ten assumptions underlying CAPM
42. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Nonmarketable asset impact on CAPM
Probability of ruin
Differences in financial risk management for financial companies vs industrial companies
Banker's Trust
43. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Importance of communication for risk managers
Contango
Financial risks
Three main reasons for financial disasters
44. Interest rate movements - derivatives - defaults
Derivative contract
Financial Risk
Settlement risk
Nonparametric VaR
45. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Ways risk can be mismeasured
Settlement risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
APT in active portfolio management
46. 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
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
BTR - Below Target Risk
Kidder Peabody
47. Volatility of unexpected outcomes
VaR - Value at Risk
Settlement risk
Risk
Performance- related metrics
48. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Risk- adjusted performance measure (RAP)
BTR - Below Target Risk
Source of need for risk management
Market imperfections that can create value
49. Multibeta CAPM Ri - Rf =
Models used in ERM framework
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
APT (equation and assumptions)
EPD or ECOR - Expected Policyholder Deficit (EPD)
50. Asset-liability/market-liquidity risk
3 main types of operational risk
Liquidity risk
Correlation coefficient effect on diversification
Where is risk coming from