Course No. 503 RISK MANAGEMENT (RKMT XIX)
Marks : 80 Hours: 40
Objective:
The objective of this course is to acquaint students with the concept of risk
and risk management associated with banking and insurance business.
Course
Contents :
Unit
I: Introduction: Risk-
historical background, Definition of Risk- Risk vs. Uncertainty-Economic risk,
risk in business, finance. Risk assessment in management-systematic and
specific risk. 20 : 10 hrs
Unit
II : Management of Bank funds-sources and uses of bank funds, principles of
fund management-profitability, liquidity, flexibility and risk management-
Asset management-investment management-loan management-deposit management-
prudential norms- capital Adequacy norms. 20 : 10 hrs
Unit
III: The effect of capitalization of Bank Risk-mean variance portfolio
selection approach-value maximizing approach-managerial moral hazard
approach-managers most preferred asset risk-risk avoidance-risk seeking-overall
risk determination. 20 :
10 hrs
UNIT
IV: Asset Liability Management Practices- ALM information System- ALM
organization, ALM Process- Liquidity Risk Management, Currency Risk Management.
Risk associated with business of life and general insurance 20:10 hrs
Text
and Reference Books:
1.
Verma, SB: Risk Management; DVS Publishers.
2.
Agarwal, RC: Risk Management; DVS Publishers.
3.
Arunajatesan & Viswanathan: Risk Management & Insurance; Macmillan, New
Delhi.
4.
Kumar, Chatterjee, Chandrasekhar and Patwardhan (under the auspices of Indian
Institute of Banking and Finance, Mumbai): Risk Management; Macmillan, New
Delhi
5.
Motihar: Principles and Practice of Insurance: Sharada Pustak Bhawan,
Allahabad.
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