{"id":16215,"date":"2025-06-17T14:57:48","date_gmt":"2025-06-17T14:57:48","guid":{"rendered":"https:\/\/zedex.co.in\/vipulp\/?post_type=product&#038;p=16215"},"modified":"2025-06-17T14:57:53","modified_gmt":"2025-06-17T14:57:53","slug":"risk-management-mcom-as-per-nep-2020","status":"publish","type":"product","link":"https:\/\/zedex.co.in\/vipulp\/product\/risk-management-mcom-as-per-nep-2020\/","title":{"rendered":"Risk Management (MCom) (As per NEP 2020)"},"content":{"rendered":"<p><strong>Syllabus<\/strong><\/p>\n<p>&nbsp;<\/p>\n<p><strong>MODULE &#8211; I:<\/strong><\/p>\n<p><strong>(1)\u00a0\u00a0\u00a0 Foundations of Risk Management:<\/strong><\/p>\n<ul>\n<li>Basic Risk Types, The Role of Risk Management, Enterprise Risk Management (ERM).<\/li>\n<li>History of Financial Disasters and Risk Management Failures 2007 Financial Crisis.<\/li>\n<\/ul>\n<p><strong>(2)\u00a0\u00a0\u00a0 Capital Market Risk Management:<\/strong><\/p>\n<ul>\n<li>Equity, Currencies &amp; Commodities Markets in India, Introduction to Derivatives, Forward, Future and Option Contracts, Hedging through Derivatives Contract.<\/li>\n<li>Fixed-income Securities, Fixed-income Risk Management through Derivatives, Rating Agencies.<\/li>\n<\/ul>\n<p><strong>\u00a0<\/strong><\/p>\n<p><strong>MODULE &#8211; II:<\/strong><\/p>\n<p><strong>(3)\u00a0\u00a0\u00a0 Credit Market Risk Management:<\/strong><\/p>\n<ul>\n<li>Introduction, Information Required for Evaluation of Credit Risk, Procedure for Credit Risk Management, Credit Lifecycle.<\/li>\n<li>Loan Review Mechanism Guidelines on Credit Rating Framework in Banks, Introduction of Basel Norms and Calculation of Capital Adequacy Ratio (Calculation).<\/li>\n<\/ul>\n<p><strong>(4)\u00a0\u00a0\u00a0 Risk Measurement:<\/strong><\/p>\n<ul>\n<li>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).<\/li>\n<li>Option Valuation, Risk-Adjusted Return on Capital (RAROC) and beta calculation, Risk Management of Derivatives (Application to Convertible Risk), Interest Rates and Measures of Interst Rate sensitivity.<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<h3>MCOM PART I &#8212; SEMESTER &#8211; II<\/h3>\n<h2>Author: Dhaval Parekh<\/h2>\n<h2>SECOND REVISED EDITION 2025<\/h2>\n","protected":false},"featured_media":15358,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"product_brand":[],"product_cat":[1289,1281,1280,1145,1287],"product_tag":[],"class_list":{"0":"post-16215","1":"product","2":"type-product","3":"status-publish","4":"has-post-thumbnail","6":"product_cat-advanced-accountancy-group-semester-ii-f-y-m-com-part-i","7":"product_cat-f-y-m-com-part-i","8":"product_cat-m-com-nep-2020","9":"product_cat-post-graduation-courses","10":"product_cat-semester-ii-f-y-m-com-part-i","12":"first","13":"instock","14":"shipping-taxable","15":"purchasable","16":"product-type-simple"},"acf":[],"_links":{"self":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product\/16215","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=16215"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/media\/15358"}],"wp:attachment":[{"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/media?parent=16215"}],"wp:term":[{"taxonomy":"product_brand","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_brand?post=16215"},{"taxonomy":"product_cat","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_cat?post=16215"},{"taxonomy":"product_tag","embeddable":true,"href":"https:\/\/zedex.co.in\/vipulp\/wp-json\/wp\/v2\/product_tag?post=16215"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}