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December, 2012

Ms-494: Risk Management In Banks

1.  "Bank Treasury has a major role in managing the different risks of a bank." Discuss fully this statement.

2. What do you mean by 'Interest rate risk'? Explain the different classes of interest rate risk.

3. What are 'Credit Derivatives' ? Discuss the various types of credit derivative instruments and explain the process of a credit derivative transaction with the help of an example.

June, 2013

Ms-494: Risk Management In Banks

1. What do you understand by Asset-Liability Management in a bank ? What is its objectives and why is it needed ? Bring out roles and functions of the sub-committees formed under it.

2. Discuss the frameworks of Basel Accord - I and II and explain the changes proposed in the Basel Accord-II for the Basel Accord-III.

3. What is 'Credit Risk Derivative' ? Explain the various types of Credit Derivatives and discuss their special features.