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Chapter

Credit Risk and Liquidity Risk

Risk Management in Banking and Insurance (Elective Paper 20B)Section A: Risk Management in Banking (60%)15 marks

17 topics

  1. Credit Risk Management: Credit Risk Exposures, Types
  2. Credit Risk Management: Credit Risk Measurement Models – Merton’s Model
  3. Credit Risk Management: Credit Risk Measurement and Basel Norms
  4. Credit Risk Management: Managing Credit Risk
  5. Management of Non-Performing Assets (NPAs): Definition, Concept and Categorisation of NPAs
  6. Management of Non-Performing Assets (NPAs): Choices available to Banks for Management of NPAs
  7. Management of Non-Performing Assets (NPAs): Trading of NPAs
  8. Management of Non-Performing Assets (NPAs): Status of NPAs in Banks in India
  9. Liquidity Risk Management: Liability-side and Asset-side Liquidity Risk
  10. Liquidity Risk Management: Types of Liquidity Risk Events
  11. Liquidity Risk Management: Liquidity Risk vs. Credit Risk
  12. Liquidity Risk Management: Liquidity Risk in Insurance Services
  13. Liquidity Risk Management: Measuring Liquidity Risk
  14. Liquidity Risk Management: Managing Liquidity Risk
  15. Liquidity Risk Management: Asset Liability Management – Concept
  16. Liquidity Risk Management: Role of ALM in managing Interest Rate Risk and Liquidity Risk
  17. Liquidity Risk Management: RBI Guidelines
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