Overview
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The primary thrust of the course is to provide understanding on risk management function of commercial banks the course provides a perspective on application of asset-liability management techniques, management of interest rate risk, modern aspects of credit risk management, and operational risk management. The macro context is global norms set by Basel committee and the RBI.Suggested textbook: Anthony Saunders and Marcia Millon Cornett and Otgontsetseg (Otgo) Erhemjamts, Financial Institutions Management: A Risk Management Approach, Tenth Edition, McGraw-Hill International
Syllabus
Week 1: Functions of Commercial bank Sources and Types of Risk
Week 2: Liquidity Risk Management
Week 3: Interest rate Risk Management - Banking Book
Week 4: Credit Risk Management, Credit Risk Policy, Credit Rating and Internal Rating Systems
Week 5: Credit Risk Qunatifcation: Modern Approaches
Week 6: Market Risk Management
Week 7: Operational Risk Management
Week 8: Capital Adequacy and Capital Management
Taught by
Prof. M. Jayadev