Before we proceed give a look at these laws governing Banking Business in India.
1. Various Acts
Elective Paper - XI : Risk Management
Module - A: An overview
Risk
definition / policies
Risk
Process-Risk Organization
Key
risks-Credit risk, market risk, operational risk, liquidity risk, legal risk,
interest
rate risk
and currency risk
Asset
Liability Management
ALM Concept
ALM organization
ALCO
techniques / tools
Simulation,
Gap, Duration analysis, Linear and other statistical methods of control
Risk
measurement & Control
Calculation
Risk
exposure analysis
Risk
management / mitigation policy
Risk immunization
policy / strategy for fixing exposure limits
Risk
management policy and procedure
Risk
adjusted return on capital
Capital
adequacy norms
Risk
management
Capital
adequacy norms
Prudential
norms
Exposure
norms
Concept of
Mid office
Forwards
Futures
Options
Strategies
and Arbitrage opportunities
Regulatory
prescriptions of risk management
Module - B : Credit Risk Management
Introduction
Basel Norms
Three
pillars of Basel Norms and Capital for Operational risk
Frame work
for risk management
RBI
guidelines on risk management
Risk rating
and risk pricing
Methods for
estimating capital requirements
Credit risk
- standardized approach
Credit risk
- advanced approach
Credit
rating / credit scoring and rating system design
Credit
Bureaus
Stress test
and sensitivity analysis
Internal Capital
Adequacy Assessment Process (ICAAP)
Introduction
to structured products
Module - C : Operational Risk
Introduction,
Basel Norms
RBI
guidelines
Likely forms
of operational risk and causes for significant increase in operational risk
Sound
Principles of Operational Risk Management (SPOR)
SPOR -
organizational set up and key responsibilities of ORM
SPOR -
policy requirements and strategic approach for ORM
SPOR
identification, measurement, control / mitigation of pperational risks
Capital
allocation for operational risk, methodology, qualifying criteria for banks for
the adoption of the methods
Computation
of capital charge for operational risk
Module - D : Market risk
Introduction
and definition
Prescriptions
of Basel Norms
Liquidity
risk
Interest rate
risk
foreign
exchange risk
Price risk
(Equity)
Commodity
risk
Treatment of
market risk under Basel
Standardized
duration method
Internal measurement approach - VaR Module - E: Risk Organization and Policy
Risk
Management Policy
Inter -
linkages to - Treasury
Credit
ALCO
No comments:
Post a Comment