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DBFI402 BASEL AND RISK MANAGEMENT IN BANKING

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DBFI402 BASEL AND RISK MANAGEMENT IN BANKING
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Description

Description

SESSION July 2023
PROGRAM MASTER OF BUSINESS ADMINISTRATION (MBA)
SEMESTER IV
course CODE & NAME DBFI402 – Basel and Risk MANAGEMENT in Banking
CREDITS 04
nUMBER OF ASSIGNMENTS & Marks 02

30 MARKS EACH

 

Assignment Set – 1

 

 

  1. Briefly explain different types of Risk.

 

 

MUJ Fully solved assignment available for session July  2023.

 

  1. Explain major tools and techniques used to strengthen ALM system.

 

 

3a) What are the Components of Capital Funds of a Bank as Regulatory Capital under Basel Accord? 

 

 

3b) As percentage of Risk Weighted Assets classify Regulatory Capital Requirement for a Bank.

 

 

Assignment Set – 2

 

  1. What are the requirements for an effective internal control system for operational risk? 6+4

 

 

 

5a. Explain Value at Risk approach as a tool to measure the level of financial risk.

 

 

5b) Bank X has investment of Rs.50 crores in shares of a company. The daily volatility is 2%. At 99 % confidence levels calculate:

1.Daily VAR

2.Weekly var (7 days)

Z value is 2.33 at confidence level of 99%. 

 

 

 

  1. Write short Notes on:
  2. i) Capital Conservation Buffer
  3. ii) Counter Cyclical Capital Buffer

 

Additional information

Assignment Type

General, Unique

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