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Ms-494 Question Bank

Ms-494 Question Bank (2)

Ms-494 Question Bank,  Risk Management In Banks 

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.

4.  What do you mean by 'Market Risk' ? Discuss the factors that contribute to the market risk. Explain how can the market risk be managed.

5.  What is a 'currency option' ? Discuss some of the exotic options that are popular in currency derivatives market.

6.  What is 'operational Risk' ? Discuss the different steps involved in the process of managing operational risk.

7.  Discuss the roles and responsibilities of the Asset Liability Management Committee and the different offices/departments working under its supervision.

8.  What is the need for 'Risk Sensitive Incentive Systems' ? Discuss the important sound principles of compensation.

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.

4. What do you mean by 'Market Risk' ? Discuss the factors that contribute to this risk. How is market risk managed ?

5. Explain the concept of 'Interest Rate Risk' and discuss the reasons for a Bank to use Interest Rate Futures.

6. Discuss the need for effective operational risk management and explain the process of operational risk management in banks.

7. Explain the different elements of Tier-I and Tier-II capital prescribed for banks and discuss their limits.

8. Write notes on the following :

(a) Internal Capital Adequacy and Assessment Process (ICAAP)

(b) Stress Testing

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