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Unit 3.1: Capital Markets and Asset Classes

Unit 3.1 covers the investment building blocks a trustee needs to recognise. It runs through how the capital market works, the major asset classes and the risk and return characteristics of each, the reasons for investing overseas and the currency exposure that comes with it, specialised asset classes and investment methods, with-profit insurance arrangements, and the alternative assets and financial instruments a scheme may hold, including property and derivatives. The syllabus asks trustees to understand what each asset does inside a portfolio rather than to price it, so the questions concentrate on characteristics and on the role an asset plays.

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What’s in it.

6 topics
  • Topic 01

    The Capital Market

    42 questions
  • Topic 02

    The Major Asset Classes

    41 questions
  • Topic 03

    Overseas Investments

    41 questions
  • Topic 04

    Specialised Asset Classes and Methods

    44 questions
  • Topic 05

    With-Profit Insurance Arrangements

    40 questions
  • Topic 06

    Characteristics of Alternative Asset Classes and Financial Instruments

    41 questions

Sample questions

3 of many

A few questions from this unit, with the answer and a full explanation. The complete bank is available when you start practising.

  1. What risk does a scheme concentrate if it invests solely in UK assets?

    • Risk concentrated in global custody arrangements
    • Risk concentrated in political risk from foreign governments
    • Risk concentrated in a single economy and currency
      Correct answer
    • Risk concentrated in currency hedging costs
    Explanation

    Investing solely in UK assets concentrates a scheme's risk in a single economy, currency and regulatory environment, forgoing exposure to other economies and markets. Key takeaway: UK-only investment is a concentration risk, not merely an equity market risk.

  2. A member's older with-profits policy includes a feature guaranteeing the rate at which their accumulated fund can be converted into a retirement income, regardless of market annuity rates at the time. Which term describes this feature?

    • A Guaranteed Annuity Rate
      Correct answer
    • A reattribution exercise
    • A With-Profits Committee
    • The orphan estate
    Explanation

    A feature guaranteeing the rate at which an accumulated fund converts into a retirement income, regardless of prevailing market annuity rates, describes a Guaranteed Annuity Rate (GAR). Key takeaway: a GAR's value lies in fixing the conversion rate regardless of where market annuity rates move to.

  3. A trustee board is distinguishing a hedge fund from private equity and infrastructure within the scheme's alternative asset allocation. Which statement correctly captures the hedge fund's essential, defining characteristic?

    • A hedge fund is a financial contract whose value is derived from an underlying asset, index or rate
    • A hedge fund is investment in physical assets providing essential economic or social services with long asset lives
    • A hedge fund pursues varied strategies with an absolute-return aim, often using leverage and short-selling
      Correct answer
    • A hedge fund is investment in the equity of companies not listed on a public exchange, accessed through a closed-ended limited partnership
    Explanation

    A hedge fund is a pooled investment vehicle pursuing a range of strategies, often with an absolute-return objective aiming for returns less closely tied to mainstream market direction, frequently employing leverage and short-selling, with variable and often more restrictive liquidity terms. Key takeaway: a hedge fund's essential characteristic is its strategy and objective, not a fixed asset type, distinguishing it from private equity, infrastructure and derivatives.