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End of Content.
| No. | Modules / Units |
| 1 | Foundations of Risk Management: |
| ¨ Basic risk types ¨ The role of risk management ¨ Enterprise Risk Management (ERM) ¨ History of financial disasters and risk management failures ¨ 2007 financial crisis | |
| 2 | Capital Market Risk Management: |
| ¨ Equity, currencies & commodities markets in India ¨ Introduction to Derivatives ¨ Forward, Future and option contracts ¨ Hedging through Derivatives contract ¨ Fixed-income securities ¨ Fixed-income risk management through derivatives ¨ Rating agencies | |
| 3 | Credit Market Risk Management |
| ¨ Introduction, ¨ Information required for evaluation of credit risk, ¨ Procedure for Credit Risk Management, ¨ Credit Lifecycle, ¨ Loan Review Mechanism, ¨ RBI guidelines on Credit Rating Framework in Banks, ¨ Introduction of Basel Norms and calculation of capital adequacy ratio | |
| 4 | Risk Measurement |
| ¨ Estimation of volatilities and correlations (application to volatility term structures) Monte Carlo simulations (application to interest rate forecasting) ¨ Linear Value-at-Risk (application to market, credit and operational risk) ¨ Option valuation ¨ Risk-adjusted return on capital (RAROC) & beta calculation ¨ Risk management of derivatives (application to convertible risk) ¨ Interest rates and measures of interest rate sensitivity |
| No. | Modules / Units |
| 1 | Foundations of Risk Management: |
| ¨ Basic risk types
¨ The role of risk management ¨ Enterprise Risk Management (ERM) ¨ History of financial disasters and risk management failures ¨ 2007 financial crisis |
|
| 2 | Capital Market Risk Management: |
| ¨ Equity, currencies & commodities markets in India
¨ Introduction to Derivatives ¨ Forward, Future and option contracts ¨ Hedging through Derivatives contract ¨ Fixed-income securities ¨ Fixed-income risk management through derivatives ¨ Rating agencies |
|
| 3 | Credit Market Risk Management |
| ¨ Introduction,
¨ Information required for evaluation of credit risk, ¨ Procedure for Credit Risk Management, ¨ Credit Lifecycle, ¨ Loan Review Mechanism, ¨ RBI guidelines on Credit Rating Framework in Banks, ¨ Introduction of Basel Norms and calculation of capital adequacy ratio |
|
| 4 | Risk Measurement |
| ¨ Estimation of volatilities and correlations (application to volatility term structures) Monte Carlo simulations (application to interest rate forecasting)
¨ Linear Value-at-Risk (application to market, credit and operational risk) ¨ Option valuation ¨ Risk-adjusted return on capital (RAROC) & beta calculation ¨ Risk management of derivatives (application to convertible risk) ¨ Interest rates and measures of interest rate sensitivity |
