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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.
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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. Gamma = market price of the consumption beta - Beta = E(r) of zero consumption beta
Ri = Rz + (gamma)(beta)
Standard deviation of two assets
Kidder Peabody
Sovereign risk
2. 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
Practical considerations related to ERM implementatio
Settlement risk
Traits of ERM
Effect of non- price- taking behavior on CAPM
3. Asset-liability/market-liquidity risk
Volatility Market risk
Debt overhang
Asset transformers
Liquidity risk
4. When firm has so much debt that it leads to making investment decisions that benefit shareholdser but affect total firm value adversely
Debt overhang
Firms becoming more sensitive to changes(bank deregulation)
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Solvency-related metrics
5. Loss resulting from inadequate/failed internal processes - people or systems - back-office problems - settlement - etc - reconciliation
Models used in ERM framework
Jensen's alpha
Settlement risk
Operational risk
6. The uses of debt to fall into a lower tax rate
Models used in ERM framework
Market imperfections that can create value
Tax shield
Risk- adjusted performance measure (RAP)
7. Wrong distribution - Historical sample may not apply
Four major types of risk
Ways risk can be mismeasured
Allied Irish Bank
Derivative contract
8. 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
VaR - Value at Risk
LTCM
Allied Irish Bank
Asset transformers
9. 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
Tail VaR or TCE - Tail Conditional Expectation(TCE)
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
Ways firms can fail to account for risks
Three main reasons for financial disasters
10. Simple form of CAPM - but market price of risk is lower than if all investors were price takers
Derivative contract
Settlement risk
Effect of non- price- taking behavior on CAPM
Three main reasons for financial disasters
11. Risks that are assumed willingly - to gain a competitive edge or add shareholder value
Importance of communication for risk managers
Business risks
Drysdale Securities (Chase Manhattan)
Tracking error
12. ex. Human capital - Equilibrium return can be higher or lower than it is under standard CAPM
CAPM (formula)
Nonmarketable asset impact on CAPM
Firms becoming more sensitive to changes(bank deregulation)
Business Risk
13. Hazard - Financial - Operational - Strategic
RAR = relative return of portfolio (RRp)
Options motivation on volatility
Financial risks
Risk types addressed by ERM
14. Asses firm risks - Communicate risks - Manage and monitor risks
Roles of risk management
VaR- based analysis (formula)
Volatility Market risk
Correlation coefficient effect on diversification
15. Std dev between portfolio return and benchmark return TE = std dev * (Rp- Rb) - Benchmark funds
Valuation vs. Risk management
Tracking error
Basis
Nonmarketable asset impact on CAPM
16. Volatility of expected outcomes - Outcomes are random but distribution is known or approximated
Operational risk
Banker's Trust
Risk
Traits of ERM
17. 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
Expected return of two assets
APT for passive portfolio management
Barings
APT in active portfolio management
18. Summarizes the worst loss over a period that will not be exceeded by a given level of confidence - Always one tailed
Carry- backs and carry- forwards
VaR - Value at Risk
Source of need for risk management
Sovereign risk
19. 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
Effect of heterogeneous expectations on CAPM
Financial risks
Ten assumptions underlying CAPM
Models used in ERM framework
20. Volatility of unexpected outcomes
Exposure
Risk
Options motivation on volatility
Ten assumptions underlying CAPM
21. 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
Shortcomings of risk metrics
CAPM (formula)
Ri = Rz + (gamma)(beta)
Traits of ERM
22. 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.
Standard deviation of two assets
Liquidity risk
VaR - Value at Risk
Risk Management Irrelevance Proposition
23. Concave function that extends from minimum variance portfolio to maximum return portfolio
Credit event
Shortfall risk
Effect of heterogeneous expectations on CAPM
Efficient frontier
24. 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
Risk- adjusted performance measure (RAP)
Probability of ruin
Risk Management Irrelevance Proposition
Models used in ERM framework
25. Sqrt((Xa^2)(variance of a) + (1- Xa)^2(variance of b) + 2(Xa)(1- Xa)(covariance))
Solvency-related metrics
Standard deviation of two assets
Ways risk can be mismeasured
Financial risks
26. Interest rate movements - derivatives - defaults
Multi- period version of CAPM
CAPM with taxes included (equation)
Financial Risk
Barings
27. Occurs the day when two parties exchange payments same day
Differences in financial risk management for financial companies vs industrial companies
Models used in ERM framework
RAR = relative return of portfolio (RRp)
Settlement risk
28. Proportion of loss that is recovered - Also referred to as "cents on the dollar"
Four major types of risk
Recovery rate
Ri = ai + bi1l1 + bi2l2....+ei
Liquidity risk
29. 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
Banker's Trust
Effect of heterogeneous expectations on CAPM
Barings
Treynor measure
30. Quantile of a statistical distribution
Asset liquidity risk
Business risks
Parametric VaR
CAPM with taxes included (equation)
31. Security is a financial claim issued to raise capital - Primary securities are backed by real assets - Secondary securities are backed by primary securities
Drysdale Securities (Chase Manhattan)
Where is risk coming from
Security (primary vs secondary)
What lead to the exponential growth to derivatives mkt?
32. Risk replaced with VaR (Portfolio return - risk free rate)/(portfolio VaR/initial value of portfolio)
Ways risk can be mismeasured
Performance- related metrics
BTR - Below Target Risk
VaR- based analysis (formula)
33. 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)
Debt overhang
Traits of ERM
Standard deviation of two assets
34. Cannot exit position in market due to size of the position
Sovereign risk
Multi- period version of CAPM
Shape of portfolio possibilities curve
Asset liquidity risk
35. Derives value from an underlying asset - rate - or index - Derives value from a security
Derivative contract
Valuation vs. Risk management
Contango
Business Risk
36. Multibeta CAPM Ri - Rf =
Kidder Peabody
Shape of portfolio possibilities curve
Nonparametric VaR
(market beta)(Rm - Rf) + (sensitivity to inflation risk)(price of inflation risk)
37. When negative taxable income is moved to a different year to offset future or past taxable income
3 main types of operational risk
APT (equation and assumptions)
Carry- backs and carry- forwards
Options motivation on volatility
38. 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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39. Concentrate on mid- region of probability distribution - Relevant to owners and proxies
LTCM
Risk types addressed by ERM
Performance- related metrics
Market risk
40. 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
Information ratio
Capital market line (CML)
Ways risk can be mismeasured
41. Law of one price - Homogeneous expectations - Security returns process
Market risk
Risks excluded from operational risk
APT (equation and assumptions)
Financial risks
42. Human - created: business cycles - inflation - govt policy changes - wars - Natural: weather - quakes
Where is risk coming from
Differences in financial risk management for financial companies vs industrial companies
Efficient frontier
Correlation coefficient effect on diversification
43. Credit risk that occurs when there is a change in the counterparty's ability to perform its obligations
Traits of ERM
Barings
Practical considerations related to ERM implementatio
Credit event
44. 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
Treynor measure
Liquidity risk
Practical considerations related to ERM implementatio
45. Equilibrium can still be expressed in returns - covariance - and variance - but they become complex weighted averages
Ways risk can be mismeasured
Risk
Effect of heterogeneous expectations on CAPM
Information ratio
46. Focus on adverse tail of distribution - Relevant for determining economic capital (EC) requirements
Probability of ruin
Settlement risk
Solvency-related metrics
Basis risk
47. Quantile of an empirical distribution
Effect of heterogeneous expectations on CAPM
Nonparametric VaR
Tail VaR or TCE - Tail Conditional Expectation(TCE)
Market risk
48. (E(Rp) - MAR)/(sqrt((1/T)summation(Rpt- MAR)^2) - MAR - minimum acceptable return
Barings
Where is risk coming from
Business risks
Sortino ratio
49. The lower (closer to - 1) - the higher the payoff from diversification
Standard deviation of two assets
Correlation coefficient effect on diversification
Basis
Tax shield
50. Risk of loses owing to movements in level or volatility of market prices
Importance of communication for risk managers
Market risk
Basis risk
Risk Management Irrelevance Proposition