¨          The role of risk management

¨          Enterprise Risk Management (ERM)

¨          History of  financial disasters and risk management failures

¨          2007 financial crisis

¨          Introduction to Derivatives

¨          Forward, Future and option contracts

¨          Hedging through Derivatives contract

¨          Fixed-income securities

¨          Fixed-income risk management through derivatives

¨          Rating agencies

¨          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

¨          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