IMT SYLLABUS RISK MANAGEMENT

 Elective : Finance

Credit: 3

RISK MANAGEMENT

Objectives :

To develop expert knowledge about business risk and financial risk and various risk management tools and techniques.

Contents :

Introduction to risk exposures – Risk identification and analysis

Risk management in banks : operational risk , credit risk, market risk and  liquidity risk.

Risk management of insurance companies – operational risk – reinsurance strategies

Currency risk management : Application of swap - Managing swap book

Risk management in risk service sector companies: Client concentration risk – Customer satisfaction index – Competition analysis

Value at risk

Credit derivatives

Application of  commodity derivatives for risk management

Main Reading :

       IMT Study Material (SIM)

Additional Readings:

1.      Gary Shoup, Currency Risk Management, Glenlake Publishing Company

2.      Morgan, J.P., Risk Metrics, Irwin

3.      Jorion Philippe, Value at Risk, Irwin

4.      Levy, International Financial Management

Arditi, Fred. A, Derivatives, Harvard Business School Press