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DBFI401 ALM AND TREASURY MANAGEMENT

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DBFI401 ALM AND TREASURY MANAGEMENT
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Description

Description

 

SESSION July 2023
PROGRAM MASTER OF BUSINESS ADMINISTRATION (MBA)
SEMESTER IV
course CODE & NAME DBFI401 – ALM AND TREASURY MANAGEMENT
CREDITS 04
NUMBER OF ASSIGNMENTS & Marks 02

30 MARKS EACH

 

 

Assignment Set – 1

 

1a. Explain major perspectives of Interest Rate Risk management under ALM?

1b. ABC bank invested a 6 months deposit for Rs.1 crore at 3% (Floating Rate) in a 12-month bond @ 5.5% (Fixed rate Coupon payment every six months) for the similar amount. After six months, the deposit was renewed @ 3.5%.

i)Calculate NII for each six months period.

ii)How interest rate risk could have been avoided by the Bank in the given scenario? 

 

 

 

 

  1. Write a detailed note on Divisions of Treasury Department (Any Four important Divisions).

 

 

  1. What are the different classifications of assets in Banks? 10

 

 

Assignment Set – 2

 

  1. Discuss Internal Control Framework of Treasury.

 

 

  1. Explain any four major money market instruments available in Indian Market.

 

  1. What do you understand by foreign exchange risk? Explain different categories of foreign exchange risk.

 

Additional information

Assignment Type

General, Unique

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