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Part 5 (Module 26 - 29): Q&A

Development Questions

  1. Key steps in a process to develop risk responses

    • See Module 26 Section “Developing a Response to Each Risk”

    • 4 steps process to developing risk responses

  2. 6 ways of transferring risk

    • See Module 26 Section “Risk Transfer”
  3. 5 fundamental concepts in portfolio management

    • See Module 26 Section “Fundamental Concepts of Portfolio Management”
  4. Ways in which risks may be reduced without transfer

    • See Module 26 Section “Risk Reduction without Transfer”
  5. Factors that should be considered when deciding whether to transfer a risk

    • See Module 26 Section “Risk Transfer”
  6. Reasons a company may decide to retain a risk

    • See Module 26 Section “Risk Retention”
  7. Quanlities of good risk response

    • See Module 26 Section “Developing a Response to Each Risk”
  8. ART Products

    • See Module 26 Section “Summary of ART Products”

    • See links to the notes appendix 1 and 2

  9. Questions that should be asked when considering an ART product in order to:

    1. Understand the product

    2. Assess the seller

    • See Module 26 Section “Problems with ART”, footnotes 3 and 4
  10. Design of a CDS’ credit events trigger

    1. List the possible credit events that could be listed in the agreement

      See Module 28 Section “Credit Derivatives” \(\rightarrow\) “Types of Credit Events”

    2. Attributes of the counterparty and the economic environment that will impact the likelihood of the credit events

      • See Module 23 Section “Qualitative Credit Models”

      • Counterparty charateristics:

        • Profitability and stability of profit

        • Industry it operates in (better if profits are immune to business cycle)

        • Level of operational and financial gearing

        • Competitiveness of the industry

        • Quality of management

        • Ability to generate cash

        • Commitment of shareholders (to growth)

      • General economic outlook over the terms of the CDS

  11. Considering between 2 CLNs, single reference bond vs reference of 20 credits

    • Assuming all the underlying have equal credit worthiness, then the portfolio option has the effect of reducing the credit risk dramatically

    • If it’s a portfolio of junk, it is likely to be worst:

    • Assessing credit worthiness:

      • Looking at the external ratings

      • Calculating the average income cover and asset cover

      • Assessing the correlation between the defaul risk

      • Looking at the restrictions for further borrowing for the reference bonds

  12. Compare CDS cost and use

    1. Single reference bond

      • Hedge the credit exposure on a particular bond

      • Cost depends on the credit rating of the reference entity and seniority of the reference bond

    2. First to default on 20 bonds

      • Expensive due to the likelihood

      • If uncorrelated, chance of 1 defaul will increase, more expensive

      • Use by cautious investors to hedge against any credit risk in a bond portfolio

    3. Third to default on 20 bonds

      • Inexpensive due to low chance

      • More expensive if correlated

      • Use as cat insurance for an institution who was willing to cope with a couple of defaults

  13. Advantages and disadvantages of ART

    • See Module 26 Section “Advantages of ART” and “Problems with ART”
  14. Explain the following terms in the context of MVPT:

    1. Efficient portfolio

      Combination of one or more investments that gives the highest expected rate of return for a given level of risks

    2. Efficient frontier

      Line that joins the points in expected return-s.d. space that represent efficient portfolios

    3. indifference curves

      Join together points representing all the portfolios that give the investor equal levels of expected utility, given the risk-return preferences of that investor

      They slope upwards for a risk-averse investors

    4. Optimal portfolio

      Portfolio on the efficient frontier that gives the highest possible level of expected utility

      Represented by the point where the efficient frontier is tangential to the highest attainable indifference curve

  15. Describe the use of CDS and the TRORS to manage credit risk

    • See Module 28 Section “Credit Derivatives”
  16. Potential responses to risk identified as part of a risk planning process

    • See Module 26 Section “Risk Responses”

    • Details on the 4 main responses

  17. Benefits of portfolio management in ERM

    • See Module 26 Section “Benefits of Portfolio Management in ERM”
  18. Live cattle futures to hedge a decrease (on 240 cows each 1,000 lb) and the futures is on 40,000 pounds

    • \(\sigma_s = 0.1\) s.d. of change in spot prices of Angus per pound

    • \(\sigma_F = 0.08\) s.d. of movement in the live cattle futures per pount

    • Correlation between the two \(\rho = 0.92\)

    Optimal hedge ratio:

    \(h = \rho \dfrac{\sigma_s}{\sigma_f} = 0.92 \times \dfrac{0.1}{0.08} = 1.15\)

    Number of contracts needed = \(dfrac{240 \times 1,00}{40,000}\)

    And then scale by 1.15 we get 6.9, so 7 contracts

Exam Style Questions