MS-494: Risk Management In Banks last 3 yrs paper
June, 2021
- What do you understand by Asset Liability Management (ALM)? Explain the ALM process and discuss the role and functions of various subcommittees of the Asset liability Committee (ALCO) in a Bank.
- Discuss in detail BASEL ACCORD II and explain the changes incorporated in BASEL ACCORD III vis-a-vis BASEL ACCORD II.
- What is ‘Credit Risk’? Explain the difference between ‘Project Finance’ and ‘other forms of finance’ and discuss in detail the credit risk involved in project finance.
- Explain the concept of ‘Market Risk’ and discuss about the constituent components of `Market Risk’. Discuss the various models used to estimate market risk.
- What is ‘Interest Rate Risk’? Explain the various methods used for measuring interest rate risk exposures.
- Discuss the principles of operational risk management. Explain the Basic Indicator Approach (BIA) and Standardized Approach (SA) used for operational risk analysis and measurement.
- What do you understand by Risk Appetite’? Explain a typical risk appetite metrics of a Bank and discuss the varous aspects of Market Risk Policy and Liability Management Policy.
- Explain the following:
(i) Internal Capital Adequacy and Assessment Process (ICAAP)
(ii) Elements of Tier I and II capital
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- IGNOU Course details and sample paper link
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- Solved Assignments of IGNOU courses
