Macmillan’s Risk Management by Indian Institute of Banking & Finance Edition 2018, Reprint 2020

MODULE A : 

• INTRODUCTION

• TYPES OF RISKS

• RISK MANAGEMENT PROCESS

• SETTING UP A RISK ORGANIZATION

• ASSET LIABILITY MANAGEMENT – PART 1

• ASSET LIABILITY MANAGEMENT – PART 2 : RISK CONTROL AND HEDGING

• SOME IMPORTANT CONCEPTS

• CAPITAL ADEQUACY NORMS : UNDERSTANDING BASEL ACCORD AND ITS IMPLICATIONS

• ENTERPRISE WIDE RISK MANAGEMENT

MODULE B :

• RISKS AND RISK MANAGEMENT SYSTEMS IN BANKS

• RISK MANAGEMENT IN BANKS : BACKGROUND TO BASEL COMMITTEE

• BASEL I- WHAT IS A BANK FOR THE PURPOSE OF BASEL ACCORD

• BASEL II – THE THREE ” PILLARS ” OF BASEL II AND CAPITAL FOR OPERATIONAL RISK

• FRAMEWORK FOR RISK MANAGEMENT

• CREDIT RISK MANAGEMENT

• RISK RATING AND RISK PRICING

• PORTFOLIO MANAGEMENT

• LOAN POLICY- PRUDENTIAL EXPOSURE & LIMITS ON EXPOSURE FOR INDIVIDUALS, INSTITUTIONS, GROUPS AND BANKS

• ESTIMATING CAPITAL REQUIREMENT

• CREDIT RISK- STANDARDIZED APPROACH

• CREDIT RISK- ADVANCED APPROACH

• CREDIT RATING/CREDIT SCRING : RATING SYSTEM DESIGN

• CREDIT BUREAUS

• STRESS TEST/ SENSITIVITY ANALYSIS/ SCENARIO BUILD -UP/ICAAP

• A BRIEF INTRODUCTION TO VARIOUS FINANCIAL PRODUCTS

• RBI GUIDELINES ON EXPOSURE NORMS

MODULE : C

• OPERATION RISK MANAGEMENT ( ORM )

• SOUND PRACTICES FOR THE MANAGEMENT AND SUPERVISION OF OPERATIONAL RISK ( SPOR ) & THE THREE APPROACHES TO OPERATIONAL RISK FOR CAPITAL ALLOCATION

• SPOR – ORGANIZATIONAL SETUP AND KEY RESPONSIBILITIES FOR ORM

• SPOR – POLICY REQUIREMENRTS AND STRATEGIC APPROACH FOR ORM

• SPOR- IDENTIFICATION, ASSESSMENT AND MEASUREMENT OF OPERATIONAL RISK

• SPOR – MONITORING OF OPERATIONAL RISK

• SPOR – INTERNAL AUDIT- INDEPENDENT EVALUATION OF OPERATIONAL RISK MANAGEMENT FUNCTION

• SPOR – CAPITAL ALLOCATION FOR OPEARATIONAL RISK

• COMPUTATION OF CAPITAL CHARGE FOR OPERATIONAL RISK

MODULE D :

• MARKET RISK – GOVERNANCE FRAMEWORK

• MARKET RISK – IDENTIFICATION

• MARKET RISK – MEASUREMENT

• MARKET RISK- MITIGATION

• MARKET RISK- RISK & REGULATORY CAPITAL

• LIQUIDITY RISK MANAGEMENT

• BASEL III – FRAMEWORK ON LIQUDITY STANDARDS