Overview

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Develop the ability to analyze interest rate risk, evaluate liquidity risk frameworks, assess credit exposure, and apply foreign exchange risk management strategies in modern banking. This course equips learners with practical skills to measure and manage financial and non-financial risks using gap analysis, duration gap techniques, asset-liability management (ALM), regulatory liquidity ratios, credit appraisal tools, and hedging instruments. Through a structured, module-based approach, learners progress from foundational risk concepts to advanced measurement models used in real-world banking environments. The course uniquely integrates interest rate risk, liquidity risk, credit risk, operational risk, and foreign exchange risk within a single cohesive framework aligned with banking practice and regulatory expectations. By completing this course, learners will strengthen their analytical decision-making skills, improve their understanding of bank balance sheet risk dynamics, and enhance career readiness for roles in banking, financial services, risk management, treasury, and regulatory compliance. This course is ideal for finance professionals, banking aspirants, and students seeking applied risk management expertise.

Syllabus

Foundations of Bank Risk & Interest Rate Risk

This module introduces the fundamental concepts of risk in banking, with a structured focus on interest rate risk, its types, and the measurement of rate-sensitive assets and liabilities. Learners build a strong conceptual foundation in repricing risk, yield curve risk, embedded option risk, and basic gap analysis techniques used in banking risk management.

Gap Analysis & Interest Rate Risk Measurement

This module explores practical application of gap analysis in managing interest rate risk. It covers positive and negative gap positions, cumulative gap analysis, limitations of traditional gap models, and introduces duration-based measurement to evaluate the economic value impact of interest rate movements.

Duration & Liquidity Risk Management

This module deepens understanding of duration gap analysis and transitions into liquidity risk management in banks. It covers funding liquidity risk, market liquidity risk, liquidity gap statements, regulatory liquidity ratios (CRR, SLR, LCR), and strategic liquidity risk mitigation practices.

Credit, Operational & Foreign Exchange Risk

This module addresses major non-interest financial risks in banking, including credit risk, operational risk, and foreign exchange risk. It examines credit appraisal, NPA management, operational risk controls, FX exposure measurement, and hedging strategies used in modern banking risk management.