MBA678A - Management Of Risk In Financial System
Prerequisites:
3-0-0-9
Course Contents
Concept of Risk and Risk Management., Different types of Risks like Systematic Risk, Interest Rate Risk, Liquidity Risk, Operational Risk, Regulatory Risk, Market Risk, Foreign Exchange Risk, Commodity Price Risk, Industry Concentration Risk, Environmental Risk, Counter party Risk, Credit Risk, Legal Risk, Regulatory Risk etc. Methods of identifying and measuring different types of risks. Use of Risk Models. Methods of Risk control and Management, i.e., requirement of active Risk Management techniques through use of VaR model; monitoring of ALM (Asset Liability Management); use of derivatives like currency swaps, interest rate futures, forward rate agreements etc.
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