Question

Difficulty: MediumNon-Systematic and Credit Risks

Match each type of non-systematic risk to the corporate or investment scenario that best illustrates it.

  • Business RiskA pharmaceutical company loses patent protection on its flagship medication, leading to a substantial decline in operating revenue.
  • Credit (Default) RiskA corporate bond issuer experiences severe financial distress and fails to make a scheduled semi-annual interest payment to investors.
  • Liquidity RiskAn investor holding a large block of thinly traded municipal revenue bonds cannot sell the position quickly without accepting a steep price discount.
  • Regulatory RiskA sudden government policy change imposing strict carbon emission caps forces an energy firm to spend substantial capital on compliance.

Answer

Business Risk matches the pharmaceutical firm losing patent protection; Credit (Default) Risk matches the bond issuer missing an interest payment; Liquidity Risk matches the inability to quickly sell thinly traded bonds without a price concession; and Regulatory Risk matches new carbon emission policies imposing compliance costs.
Each non-systematic risk factor maps cleanly to a specific operational or financial threat unique to an issuer or security type: loss of patent impacts business revenue (Business Risk), missed debt payments represent default (Credit Risk), inability to liquidate thinly traded bonds without price concessions reflects illiquidity (Liquidity Risk), and statutory emission caps reflect policy shifts (Regulatory Risk).

Step-by-Step Solution

1
Analyze Business Risk
Identify company-specific operational hazards such as loss of patent protection or poor management.
Business risk directly affects operating revenues and product profitability of a single firm.
2
Analyze Credit (Default) Risk
Identify debt issuer default events such as missing scheduled interest or principal payments.
Credit risk measures the financial strength of the debt issuer.
3
Analyze Liquidity Risk
Identify marketability constraints, such as struggling to execute a sale in thin secondary markets.
Liquidity risk centers on conversion speed to cash without price concessions.
4
Analyze Regulatory Risk
Identify governmental policy or legal alterations affecting corporate costs.
Regulatory changes affect compliance requirements and industry operating environments.

Key Concept

Non-systematic risks are company- or industry-specific risks that can be mitigated through portfolio diversification, including business risk, credit risk, liquidity risk, and regulatory risk.
Estimated Time:1m 30s
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