T. Y. BIM – Vipul Prakashan : Educational Book Publisher

International Finance – II

Admin — Tue, 17 Jun 2025 14:56:40 +0000

TYBIM -- SEMESTER - VI

Author: Chandra Hariharan Iyer

Manoj V. Bhatia

Auditing

Admin — Tue, 17 Jun 2025 14:56:40 +0000

SYBIM -- SEMESTER - VI

Author: Sachin Bhandarkar

Sandeep Gupta

International Finance – I

Admin — Tue, 17 Jun 2025 14:55:03 +0000

TYBIM -- SEMESTER - V

Author: Chandra Hariharan Iyer

Manoj Bhatia

Risk Management

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SYLLABUS

No.	Modules / Units
1	Foundations of Risk Management:
	¨ Basic risk types ¨ The role of risk management ¨ Enterprise Risk Management (ERM) ¨ History of financial disasters and risk management failures ¨ 2007 financial crisis
2	Capital Market Risk Management:
	¨ Equity, currencies & commodities markets in India ¨ Introduction to Derivatives ¨ Forward, Future and option contracts ¨ Hedging through Derivatives contract ¨ Fixed-income securities ¨ Fixed-income risk management through derivatives ¨ Rating agencies
3	Credit Market Risk Management
	¨ Introduction, ¨ Information required for evaluation of credit risk, ¨ Procedure for Credit Risk Management, ¨ Credit Lifecycle, ¨ Loan Review Mechanism, ¨ RBI guidelines on Credit Rating Framework in Banks, ¨ Introduction of Basel Norms and calculation of capital adequacy ratio
4	Risk Measurement
	¨ Estimation of volatilities and correlations (application to volatility term structures) Monte Carlo simulations (application to interest rate forecasting) ¨ Linear Value-at-Risk (application to market, credit and operational risk) ¨ Option valuation ¨ Risk-adjusted return on capital (RAROC) & beta calculation ¨ Risk management of derivatives (application to convertible risk) ¨ Interest rates and measures of interest rate sensitivity

Research Methodology

Admin — Tue, 17 Jun 2025 14:54:41 +0000

SYLLABUS

(1) Introduction to Research:

Meaning, Objectives and Importance of Research.
Types of Research.
Research Process.
Characteristics of Good Research.
Hypothesis – Meaning, Nature, Significance, Types and Sources.
Research Design – Meaning, Definition, Need and Importance, Steps, Scope and Essentials of a Good Research Design.
Sampling –

(a) Meaning of Sample and Sampling.

(b) Methods of Sampling:

(i) Non-Probability Sampling – Convenient, Judgment, Quota, Snow ball

(ii) Probability – Simple Random, Stratified, Cluster, Multi Stage.

(2) Data Collection and Processing:

Types of Data and Sources-Primary and Secondary Data Sources
Methods of Collection of Primary data
Observation: (i) structured and unstructured, (ii) disguised and undisguised, (iii) mechanical observations (use of gadgets)
Experimental: (i) Field (ii) Laboratory
Interview: (i) Personal Interview (ii) focused group, (iii) in-depth interviews Method
Survey: Telephonic survey, Mail, E-mail, Internet survey, Social media, and Media listening.
Survey instrument: (i) Questionnaire designing.
Types of questions: (i) structured / close ended and
(ii) unstructured/open ended, (iii) Dichotomous,
(iv) Multiple Choice Questions.
Scaling techniques: (i) Likert scale, (ii) Semantic Differential scale.

(3) Data Analysis and Interpretation:

Processing of Data: Meaning and Essentials of (i) Editing (ii) Coding (iii) Tabulation
Analysis of Data: Meaning, Purpose, Types.
Interpretation of Data: Essentials, Importance, Significance and Descriptive Analysis
Testing of hypothesis: One Sample T-Test, ANOVA, F-test, Chi Square and Paired Sample Test

(4) Advanced Statistical Techniques:

Introduction, Characteristics and Application of

Correlation and Regression Analysis
Factor Analysis
Cluster Analysis
Discriminant Analysis
Multidimensional Scaling

(5) Research Report:

Report writing: Meaning, Importance, Structure, Types, Process and Essentials of a Good Report.