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
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Risk management in banks : operational risk , credit risk, market risk and liquidity risk.
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Risk management of insurance companies – operational risk – reinsurance strategies
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Currency risk management : Application of swap - Managing swap book
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Risk management in risk service sector companies: Client concentration risk – Customer satisfaction index – Competition analysis
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Value at risk
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Credit derivatives
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Application of commodity derivatives for risk management
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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, 