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Indian Institute of Management Bangalore

Banking and Risk Management

Indian Institute of Management Bangalore via Swayam

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

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