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Test your basic knowledge |
FRM: Foundations Of Risk Management
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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. Inability to make payment obligations (ex. Margin calls)
Credit event
Funding liquidity risk
Capital market line (CML)
Differences in financial risk management for financial companies vs industrial companies
2. When two payments are exchanged the same day and one party may default after payment is made
Tax shield
RAR = relative return of portfolio (RRp)
Tracking error
Settlement risk
3. When negative taxable income is moved to a different year to offset future or past taxable income
Solve for minimum variance portfolio
Carry- backs and carry- forwards
Morningstar Rating System
Market risk
4. Risk replaced with VaR (Portfolio return - risk free rate)/(portfolio VaR/initial value of portfolio)
Ways firms can fail to account for risks
Correlation coefficient effect on diversification
Tax shield
VaR- based analysis (formula)
5. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
Shortcomings of risk metrics
Options motivation on volatility
APT in active portfolio management
Performance- related metrics
6. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
CAPM with taxes included (equation)
Operational risk
Sortino ratio
Volatility Market risk
7. Expected value of unfavorable deviations of a random variable from a specified target level
Volatility Market risk
BTR - Below Target Risk
Funding liquidity risk
Ri = ai + bi1l1 + bi2l2....+ei
8. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
Effect of non- price- taking behavior on CAPM
Asset transformers
VaR - Value at Risk
Standard deviation of two assets
9. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Risk
Firms becoming more sensitive to changes(bank deregulation)
Basis
Expected return of two assets
10. Cannot exit position in market due to size of the position
Asset liquidity risk
Allied Irish Bank
Shortfall risk
Source of need for risk management
11. 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
Drysdale Securities (Chase Manhattan)
VaR- based analysis (formula)
Three main reasons for financial disasters
Performance- related metrics
12. The uses of debt to fall into a lower tax rate
Tax shield
Financial risks
Settlement risk
Solvency-related metrics
13. Capital structure (financial distress) - Taxes - Agency and information asymmetries
Shortfall risk
Uncertainty
Market imperfections that can create value
Banker's Trust
14. Capital Asset Pricing Model Ri = Rf + beta*(Rm - Rf)
Sortino ratio
Basis risk
Forms of Market risk
CAPM (formula)
15. Returns on any stock are linearly related to a set of indexes
Practical considerations related to ERM implementatio
Capital market line (CML)
Financial Risk
Ri = ai + bi1l1 + bi2l2....+ei
16. Derives value from an underlying asset - rate - or index - Derives value from a security
Risk- adjusted performance measure (RAP)
Contango
CAPM with taxes included (equation)
Derivative contract
17. Relative portfolio risk (RRiskp) - Based on a one- month investment period
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
RAR = relative return of portfolio (RRp)
Shortfall risk
Ways risk can be mismeasured
18. Excess return divided by portfolio volatility (std dev) Sp = (E(Rp) - Rf)/(std dev of Rp) - Better for non- diversified portfolios
Kidder Peabody
Sharpe measure
Basic Market risk
Volatility Market risk
19. Interest rate movements - derivatives - defaults
Kidder Peabody
Debt overhang
Risk- adjusted performance measure (RAP)
Financial Risk
20. Hazard - Financial - Operational - Strategic
Business Risk
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Risk types addressed by ERM
APT for passive portfolio management
21. 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
Tracking error
APT for passive portfolio management
Barings
Debt overhang
22. Managing risks is a core activity at financial companies - Industrial companies hedge financial risks
Exposure
Market risk
Treynor measure
Differences in financial risk management for financial companies vs industrial companies
23. Asses firm risks - Communicate risks - Manage and monitor risks
Valuation vs. Risk management
Roles of risk management
Correlation coefficient effect on diversification
Options motivation on volatility
24. Quantile of a statistical distribution
Options motivation on volatility
Information ratio
Parametric VaR
Credit event
25. 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
Security (primary vs secondary)
Credit event
APT for passive portfolio management
Ri = Rz + (gamma)(beta)
26. Unanticipated movements in relative prices of assets in a hedged position - All hedges imply some basis risk
Debt overhang
Basis risk
Jensen's alpha
Sovereign risk
27. Ri = Rz + (Rm - Rz)*beta - Rz = return on zero- beta portfolio
Where is risk coming from
Zero- beta CAPM (two factor model)
Expected return of two assets
APT (equation and assumptions)
28. CAPM requires the strong form of the Efficient Market Hypothesis = private information
LTCM
Effect of heterogeneous expectations on CAPM
Shortcomings of risk metrics
CAPM assumption for EMH
29. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Tracking error
Efficient frontier
Banker's Trust
Recovery rate
30. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Practical considerations related to ERM implementatio
Ri = ai + bi1l1 + bi2l2....+ei
VaR- based analysis (formula)
Debt overhang
31. Modeling approach is typically between statistical analytic models and structural simulation models
Nonparametric VaR
Models used in ERM framework
Roles of risk management
Security (primary vs secondary)
32. People risk = fraud - etc. - Model risk = flawed valuation models - Legal risk = exposure to fines and lawsuits
LTCM
Shortcomings of risk metrics
Allied Irish Bank
3 main types of operational risk
33. Make common factor beta - Build optimal portfolios - Judge valuation of securities - Track an index but enhance with stock selection
Importance of communication for risk managers
APT in active portfolio management
Ten assumptions underlying CAPM
Risk
34. 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
Formula for covariance
CAPM (formula)
Capital market line (CML)
35. Both probability and cost of tail events are considered
3 main types of operational risk
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Settlement risk
Source of need for risk management
36. 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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37. 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
Tax shield
Shortcomings of risk metrics
CAPM assumption for EMH
Basis risk
38. Changes in vol - implied or actual
Multi- period version of CAPM
Roles of risk management
Barings
Volatility Market risk
39. 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
Volatility Market risk
Prices of risk vs sensitivity
What lead to the exponential growth to derivatives mkt?
Allied Irish Bank
40. Concave function that extends from minimum variance portfolio to maximum return portfolio
Efficient frontier
Risk types addressed by ERM
Information ratio
APT for passive portfolio management
41. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Solve for minimum variance portfolio
Credit event
Firms becoming more sensitive to changes(bank deregulation)
42. Firms became multinational - - >watched xchange rates more - deregulation and globalization
Roles of risk management
Firms becoming more sensitive to changes(bank deregulation)
Shortfall risk
Multi- period version of CAPM
43. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
Models used in ERM framework
Credit event
Jensen's alpha
Nonmarketable asset impact on CAPM
44. 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
Risk Management Irrelevance Proposition
Market imperfections that can create value
Effect of non- price- taking behavior on CAPM
45. Law of one price - Homogeneous expectations - Security returns process
APT (equation and assumptions)
Solve for minimum variance portfolio
Nonmarketable asset impact on CAPM
Practical considerations related to ERM implementatio
46. Potential amount that can be lost
Operational risk
Risks excluded from operational risk
Tracking error
Exposure
47. Excess return divided by portfolio beta Tp = (E(Rp) - Rf)/portfolio beta - Better for well diversified portfolios
Efficient frontier
Treynor measure
Models used in ERM framework
Ri = Rz + (gamma)(beta)
48. 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
Nonmarketable asset impact on CAPM
Ri = Rz + (gamma)(beta)
Business Risk
Tracking error
49. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Capital market line (CML)
Ways risk can be mismeasured
Operational risk
Solvency-related metrics
50. Return is linearly related to growth rate in consumption
Multi- period version of CAPM
Where is risk coming from
Volatility Market risk
Options motivation on volatility