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SYLLABUS
UNIT - I
INTRODUCTION: Risk, Risk Management, Objectives and Tools of Risk Management. Principles of Risk Management and Risk Management Process. Risks associated with Financial Services Firm – Product and Capital Market Risk. Risk Reporting: Internal and External Reporting.
UNIT - II
Measurement & Management of Financial Risk: Types of Risk and Management, Value – at – Risk (VaR), Stress Testing and Back Testing. Cash Flow – at – Risk (CaR). Management of Credit Risk, Liquidity Risk, Interest Rate Risk and Exchange Rate Risk. Asset – Liability Management – Need and Significance. RBI Guidelines.
UNIT - III
Forward and Futures Contracts to Manage Risk: The Concept of Derivatives and Types of Derivatives. The Role and Significance of Derivatives in Managing Risk. Participants in Derivative Markets: Individuals, Speculators, Hedgers and Arbitrageurs. Forward Contracts: Definition Features, their Utility is Risk Management. Limitations of Forward Contracts. Futures Contracts: Definition, Features and Their Utility in Risk Management, Limitations. Clearing House Initial & Daily Margins and Marking to the Market. Differences Between Forward and Futures Contracts.
UNIT - IV
Swaps and Options to Manage Risk: Swaps, Concept of Swap. Types of Swaps: Interest Rate and Currency Swaps. The Process of Managing Risk Using Swaps. Options: Definition, Terminology, Types of Options: Call, Puts Americans, European Options. Options in the Money, Out of Money and at the Money. Black and Scholes Option Pricing Model: Assumptions and Limitations.
UNIT - V
Financial Engineering: Concept, Scope of Financial Engineering. Factors Contributing to Growth of Financial Engineering; Environment and Intra Firm Factors. Tools of Financial Engineer: New Product Development and New Product Strategy
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CategoriesManagement
Format PDF
TypeeBook