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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.
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. Economic Cost of Ruin(ECOR) - Enhancement to probability of ruin where severity of ruin is reflected
Information ratio
CAPM (formula)
Uncertainty
EPD or ECOR - Expected Policyholder Deficit (EPD)
2. Expected value of unfavorable deviations of a random variable from a specified target level
Information ratio
BTR - Below Target Risk
Risks excluded from operational risk
Debt overhang
3. Asset-liability/market-liquidity risk
Standard deviation of two assets
CAPM assumption for EMH
Forms of Market risk
Liquidity risk
4. Absolute and relative risk - direction and non-directional
Forms of Market risk
Contango
Financial Risk
Ways risk can be mismeasured
5. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
3 main types of operational risk
Business risks
Jensen's alpha
Asset liquidity risk
6. Return is linearly related to growth rate in consumption
Ri = Rz + (gamma)(beta)
Morningstar Rating System
Derivative contract
Multi- period version of CAPM
7. Liquidity and maturity transformation - Brokers - Reduces transaction and information costs between households and corporations
Risk Management Irrelevance Proposition
Nonparametric VaR
Ways firms can fail to account for risks
Asset transformers
8. 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
Source of need for risk management
Zero- beta CAPM (two factor model)
Basis risk
APT for passive portfolio management
9. Law of one price - Homogeneous expectations - Security returns process
APT (equation and assumptions)
Ways firms can fail to account for risks
Risk- adjusted performance measure (RAP)
Prices of risk vs sensitivity
10. Concave function that extends from minimum variance portfolio to maximum return portfolio
Efficient frontier
VaR- based analysis (formula)
Solve for minimum variance portfolio
Options motivation on volatility
11. 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
APT for passive portfolio management
Tax shield
Performance- related metrics
Probability of ruin
12. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Drysdale Securities (Chase Manhattan)
Kidder Peabody
APT in active portfolio management
Nonmarketable asset impact on CAPM
13. Wrong distribution - Historical sample may not apply
Financial risks
Sortino ratio
Operational risk
Ways risk can be mismeasured
14. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Shape of portfolio possibilities curve
Where is risk coming from
Ten assumptions underlying CAPM
Source of need for risk management
15. Excess return equated to alpha plus expected systematic return E(Rp) - Rf = alpha + beta(E(Rm) - Rf)
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16. 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 -
Source of need for risk management
APT (equation and assumptions)
Morningstar Rating System
Contango
17. 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
Settlement risk
Multi- period version of CAPM
APT for passive portfolio management
Capital market line (CML)
18. Misleading reporting (incorrect market info) - Due to large market moves - Due to conduct of customer business
Three main reasons for financial disasters
CAPM (formula)
Financial Risk
Treynor measure
19. Returns on any stock are linearly related to a set of indexes
Standard deviation of two assets
Firms becoming more sensitive to changes(bank deregulation)
VaR- based analysis (formula)
Ri = ai + bi1l1 + bi2l2....+ei
20. Probability that a random variable falls below a specified threshold level
Shortfall risk
EPD or ECOR - Expected Policyholder Deficit (EPD)
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Barings
21. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Asset transformers
Risk
APT (equation and assumptions)
Differences in financial risk management for financial companies vs industrial companies
22. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Firms becoming more sensitive to changes(bank deregulation)
Solvency-related metrics
Multi- period version of CAPM
VaR- based analysis (formula)
23. When negative taxable income is moved to a different year to offset future or past taxable income
Market imperfections that can create value
Carry- backs and carry- forwards
Parametric VaR
Effect of heterogeneous expectations on CAPM
24. John Rusnak - a currency option trader - produced losses of 691 million by using imaginary trades to disguise large naked positions. - Enforced need for back office controls
Multi- period version of CAPM
Source of need for risk management
Allied Irish Bank
Credit event
25. Market risk - Liquidity risk - Credit risk - Operational risk
Four major types of risk
3 main types of operational risk
Effect of heterogeneous expectations on CAPM
Business Risk
26. Changes in vol - implied or actual
EPD or ECOR - Expected Policyholder Deficit (EPD)
Sovereign risk
Volatility Market risk
Financial Risk
27. 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)
Importance of communication for risk managers
Volatility Market risk
Drysdale Securities (Chase Manhattan)
28. 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
Risk
EPD or ECOR - Expected Policyholder Deficit (EPD)
Where is risk coming from
Ten assumptions underlying CAPM
29. Rp = XaRa + XbRb
Traits of ERM
VaR- based analysis (formula)
Expected return of two assets
Risk
30. 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.
Expected return of two assets
Correlation coefficient effect on diversification
Risk Management Irrelevance Proposition
Zero- beta CAPM (two factor model)
31. Need to assess risk and tell management so they can determine which risks to take on
Shape of portfolio possibilities curve
CAPM (formula)
Importance of communication for risk managers
Basic Market risk
32. Probability distribution is unknown (ex. A terrorist attack)
Uncertainty
Formula for covariance
Roles of risk management
Asset liquidity risk
33. 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 risk
Nonmarketable asset impact on CAPM
Jensen's alpha
34. E(Ri) = Rf + beta[(E(Rm)- Rf)- (tax factor)(dividend yield for market - Rf)] + (tax factor)(dividend yield for stock - Rf)
Source of need for risk management
Capital market line (CML)
Effect of non- price- taking behavior on CAPM
CAPM with taxes included (equation)
35. 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
Risk Management Irrelevance Proposition
Tax shield
VaR- based analysis (formula)
Drysdale Securities (Chase Manhattan)
36. Country specific - Foreign exchange controls that prohibit counterparty's obligations
Sovereign risk
Where is risk coming from
Operational risk
Drysdale Securities (Chase Manhattan)
37. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
Credit event
Shortcomings of risk metrics
Importance of communication for risk managers
Effect of non- price- taking behavior on CAPM
38. Hazard - Financial - Operational - Strategic
Sovereign risk
Business Risk
Risk types addressed by ERM
Capital market line (CML)
39. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Debt overhang
Financial risks
Source of need for risk management
Contango
40. Derives value from an underlying asset - rate - or index - Derives value from a security
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Derivative contract
Ri = Rz + (gamma)(beta)
Practical considerations related to ERM implementatio
41. Unanticipated movements in relative prices of assets in hedged position
Basic Market risk
Derivative contract
Debt overhang
Settlement risk
42. Excess return divided by portfolio beta Tp = (E(Rp) - Rf)/portfolio beta - Better for well diversified portfolios
Firms becoming more sensitive to changes(bank deregulation)
Risk- adjusted performance measure (RAP)
Efficient frontier
Treynor measure
43. 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
Risk
LTCM
APT (equation and assumptions)
44. Too much debt - Causes shareholders to seek projects that create short term capital but long term losses
Debt overhang
Effect of non- price- taking behavior on CAPM
Parametric VaR
Exposure
45. Modeling approach is typically between statistical analytic models and structural simulation models
RAR = relative return of portfolio (RRp)
Basis
Models used in ERM framework
CAPM with taxes included (equation)
46. Curve must be concave - Straight line connecting any two points must be under the curve
Prices of risk vs sensitivity
VaR - Value at Risk
Asset transformers
Shape of portfolio possibilities curve
47. Multibeta CAPM Ri - Rf =
Security (primary vs secondary)
Solvency-related metrics
Recovery rate
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
48. 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
Business risks
Financial risks
Traits of ERM
49. The uses of debt to fall into a lower tax rate
Tax shield
Jensen's alpha
Tracking error
Probability of ruin
50. 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
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Nonparametric VaR
Correlation coefficient effect on diversification
LTCM