{"id":15702,"date":"2025-06-17T14:54:41","date_gmt":"2025-06-17T14:54:41","guid":{"rendered":"https:\/\/zedex.co.in\/vipulp\/?post_type=product&p=15702"},"modified":"2025-06-17T14:54:46","modified_gmt":"2025-06-17T14:54:46","slug":"risk-management-2","status":"publish","type":"product","link":"https:\/\/zedex.co.in\/vipulp\/product\/risk-management-2\/","title":{"rendered":"Risk Management"},"content":{"rendered":"

SYLLABUS<\/em><\/strong><\/h1>\n

 <\/p>\n\n\n\n\n\n\n\n\n\n\n\n
No.<\/strong><\/td>\nModules \/ Units<\/strong><\/td>\n<\/tr>\n
1<\/strong><\/td>\nFoundations of Risk Management:<\/strong><\/td>\n<\/tr>\n
\u00a0<\/strong><\/td>\n\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Basic risk types<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 The role of risk management<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Enterprise Risk Management (ERM)<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 History of\u00a0 financial disasters and risk management failures<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 2007\u00a0financial crisis<\/td>\n<\/tr>\n

2<\/strong><\/td>\nCapital Market Risk Management:<\/strong><\/td>\n<\/tr>\n
\u00a0<\/strong><\/td>\n\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Equity, currencies & commodities markets in India<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Introduction to Derivatives<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Forward, Future and option contracts<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Hedging through Derivatives contract<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Fixed-income securities<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Fixed-income risk management through derivatives<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Rating agencies<\/td>\n<\/tr>\n

3<\/strong><\/td>\nCredit Market Risk Management<\/strong><\/td>\n<\/tr>\n
\u00a0<\/strong><\/td>\n\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Introduction,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Information required for evaluation of credit risk,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Procedure for Credit Risk Management,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Credit Lifecycle,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Loan Review Mechanism,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 RBI guidelines on Credit Rating Framework in Banks,<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Introduction of Basel Norms and calculation of capital adequacy ratio<\/td>\n<\/tr>\n

4<\/strong><\/td>\nRisk Measurement<\/strong><\/td>\n<\/tr>\n
\u00a0<\/strong><\/td>\n\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Estimation of volatilities and correlations (application to volatility term structures) Monte Carlo simulations (application to interest rate forecasting)<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Linear Value-at-Risk (application to market, credit and operational risk)<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Option valuation<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Risk-adjusted return on capital (RAROC) & beta calculation<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Risk management of derivatives (application to convertible risk)<\/p>\n

\u00a8\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Interest rates and measures of interest rate sensitivity<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

SYBBI — SEMESTER – III<\/h3>\n

Author: Dhaval Parekh<\/h2>\n

FIFTH EDITION 2023<\/h2>\n","protected":false},"featured_media":14844,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"product_brand":[],"product_cat":[1046,1048,1097,1100,1050,1051,1099,1098],"product_tag":[],"class_list":{"0":"post-15702","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-bbi","7":"product_cat-bim","8":"product_cat-elective-semester-iii-s-y-bbi","9":"product_cat-elective-semester-v-t-y-bim","10":"product_cat-s-y-bbi","11":"product_cat-semester-iii-s-y-bbi","12":"product_cat-semester-v-t-y-bim","13":"product_cat-t-y-bim","15":"first","16":"instock","17":"shipping-taxable","18":"purchasable","19":"product-type-simple"},"acf":[],"_links":{"self":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product\/15702","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product"}],"about":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/types\/product"}],"replies":[{"embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/comments?post=15702"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/media\/14844"}],"wp:attachment":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/media?parent=15702"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_brand?post=15702"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_cat?post=15702"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_tag?post=15702"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}