100% tevredenheidsgarantie Direct beschikbaar na betaling Zowel online als in PDF Je zit nergens aan vast
logo-home
Financial Markets Yale Coursera Exam Questions with Correct Answers €12,41   In winkelwagen

Tentamen (uitwerkingen)

Financial Markets Yale Coursera Exam Questions with Correct Answers

 48 keer bekeken  1 keer verkocht
  • Vak
  • Financial
  • Instelling
  • Financial

VaR Correct Answer Value at risk, variance 1% one year VaR of 10 million Correct Answer 1% chance portfolio will lose 10$ mil in one year stress test Correct Answer popular as of 2009, Dodd Frank, fed has to 3 diff scenarios for non bank entities it supervises annually Freddie Mac & ginne ...

[Meer zien]

Voorbeeld 2 van de 8  pagina's

  • 1 september 2023
  • 8
  • 2023/2024
  • Tentamen (uitwerkingen)
  • Vragen en antwoorden
  • Financial
  • Financial
avatar-seller
Financial Markets Yale Coursera Exam
Questions with Correct Answers
VaR Correct Answer Value at risk, variance

1% one year VaR of 10 million Correct Answer 1% chance portfolio will lose 10$ mil in
one year

stress test Correct Answer popular as of 2009, Dodd Frank, fed has to 3 diff scenarios
for non bank entities it supervises annually

Freddie Mac & ginne mae did stress tests for 13% in 2005 Correct Answer home prices
dropped 30%

Stress test pros and cons Correct Answer show legitimacy, incentivizes white washing

Dodd Frank Correct Answer Subpoena power to office of financial research

Market Risk Correct Answer risk Apple does something in response to entire market

Idiosyncratic risk Correct Answer Apple only risk

Regression/dot's residual Correct Answer vertical distance between regression line and
dot

Y= mx + b Correct Answer b= alpha, y=return on apple stock, slope m= beta, x=market
return

slope beta Correct Answer shows how much a stock co moves w/ the market, measure
of stock's systematic risk

Cachy distribution Correct Answer fat tailed distribution

Covariance Correct Answer relationship between two entities

Covariance 2 identical firms # of scenarios Correct Answer 4

Beta Correct Answer covariance with market

Risk Pooling Correct Answer if n policies each with independent probability p of a claim,
then # of claims follows binomial distribution. SD of fraction of policies that claim =
square root p(1-p)/n

Law of Large #s Correct Answer as n gets large, SD reaches 0 Nears expected value

, Moral hazard Correct Answer actor has incentive to increase exposure to risk bc bears
less of consequences of risk

selection bias Correct Answer failure to achieve random sample

Insurance framing Correct Answer we can allow your husband to protect you from the
grave

McCarron Ferguson Act 1945 Correct Answer delegated insurance regulation to the
states

HMO Correct Answer Health maintenance organization, attempt to overcome moral
hazard, doctors are salaried, primaries act as gatekeeper

US Patient Protection and Affordable Care Act 2010 Correct Answer tries to solve for
selection bias, penalties for individuals/companies not buying, insurance exchange,
preexisting conditions

Market Portfolio Correct Answer If perfect information everyone has same portfolio

Hedge Fund Correct Answer can't advertise, leverage themselves, lots of risk, not
approved for retail investor

Accredited Investor Correct Answer above certain net worth, industry credentials

Micro-credential vs. Macro-credential Correct Answer Pre-2009 risk to individual, post
risk to system, interconnectedness of entities

CAPM Correct Answer expected return on the ith asset is determined from its beta

Large investment vehicles (UITs, Mutual Funds, Closed End) Correct Answer allow
small investors to overcome transaction costs and lumpiness to achieve diversified
portfolio

Equity Premium Puzzle Correct Answer in US equity has always returned more

Gold Correct Answer hypothetically negative beta

Credit Default Swap Correct Answer Insurance policy for when market dips

Short sale Correct Answer borrowing security to sell, then buy back at lower price,
negative quantity of stock

Short Sales in CAPM Correct Answer No one shorts bc if everyone does, who lends?
stock's optimal holding value cannot be negative, efficient portfolio frontier

Voordelen van het kopen van samenvattingen bij Stuvia op een rij:

Verzekerd van kwaliteit door reviews

Verzekerd van kwaliteit door reviews

Stuvia-klanten hebben meer dan 700.000 samenvattingen beoordeeld. Zo weet je zeker dat je de beste documenten koopt!

Snel en makkelijk kopen

Snel en makkelijk kopen

Je betaalt supersnel en eenmalig met iDeal, creditcard of Stuvia-tegoed voor de samenvatting. Zonder lidmaatschap.

Focus op de essentie

Focus op de essentie

Samenvattingen worden geschreven voor en door anderen. Daarom zijn de samenvattingen altijd betrouwbaar en actueel. Zo kom je snel tot de kern!

Veelgestelde vragen

Wat krijg ik als ik dit document koop?

Je krijgt een PDF, die direct beschikbaar is na je aankoop. Het gekochte document is altijd, overal en oneindig toegankelijk via je profiel.

Tevredenheidsgarantie: hoe werkt dat?

Onze tevredenheidsgarantie zorgt ervoor dat je altijd een studiedocument vindt dat goed bij je past. Je vult een formulier in en onze klantenservice regelt de rest.

Van wie koop ik deze samenvatting?

Stuvia is een marktplaats, je koop dit document dus niet van ons, maar van verkoper ExamsGuru. Stuvia faciliteert de betaling aan de verkoper.

Zit ik meteen vast aan een abonnement?

Nee, je koopt alleen deze samenvatting voor €12,41. Je zit daarna nergens aan vast.

Is Stuvia te vertrouwen?

4,6 sterren op Google & Trustpilot (+1000 reviews)

Afgelopen 30 dagen zijn er 82871 samenvattingen verkocht

Opgericht in 2010, al 14 jaar dé plek om samenvattingen te kopen

Start met verkopen
€12,41  1x  verkocht
  • (0)
  Kopen