Module B

01

Topic Risk and Basic Risk Management Framework

Risk Meaning, Risk-Capital-Return Linkage and Management Need

Open this lesson to preview or continue learning.

1 Asset Open Topic: Risk Meaning, Risk-Capital-Return Linkage and Management Need

02

Topic Risk and Basic Risk Management Framework

Risk Governance, Appetite, Policies and Limits

Open this lesson to preview or continue learning.

1 Asset Open Topic: Risk Governance, Appetite, Policies and Limits

03

Topic Risk and Basic Risk Management Framework

Risk Identification, Measurement, Mitigation and Monitoring Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Risk Identification, Measurement, Mitigation and Monitoring Cases

04

Topic Risks in Banking Business

Financial and Non-Financial Banking Risks and Interrelationships

Open this lesson to preview or continue learning.

1 Asset Open Topic: Financial and Non-Financial Banking Risks and Interrelationships

05

Topic Risks in Banking Business

Banking Book, Trading Book and Off-Balance-Sheet Exposures

Open this lesson to preview or continue learning.

1 Asset Open Topic: Banking Book, Trading Book and Off-Balance-Sheet Exposures

06

Topic Risks in Banking Business

Banking-Risk Identification and Classification Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Banking-Risk Identification and Classification Cases

07

Topic Risk Regulations in Banking Industry

Need for Risk-Based Regulation and Basel Evolution

Open this lesson to preview or continue learning.

1 Asset Open Topic: Need for Risk-Based Regulation and Basel Evolution

08

Topic Risk Regulations in Banking Industry

Basel I, Basel II and Basel III Comparative Framework

Open this lesson to preview or continue learning.

1 Asset Open Topic: Basel I, Basel II and Basel III Comparative Framework

09

Topic Risk Regulations in Banking Industry

Basel Three Pillars and Regulatory Architecture

Open this lesson to preview or continue learning.

1 Asset Open Topic: Basel Three Pillars and Regulatory Architecture

10

Topic Risk Regulations in Banking Industry

CET1, AT1, Tier 1 and Tier 2 Capital Components

Open this lesson to preview or continue learning.

1 Asset Open Topic: CET1, AT1, Tier 1 and Tier 2 Capital Components

11

Topic Risk Regulations in Banking Industry

CRAR, CET1 and Tier 1 Ratio Calculations

Open this lesson to preview or continue learning.

1 Asset Open Topic: CRAR, CET1 and Tier 1 Ratio Calculations

12

Topic Risk Regulations in Banking Industry

Standardised Credit-Risk Approach and Risk-Weighted Assets

Open this lesson to preview or continue learning.

1 Asset Open Topic: Standardised Credit-Risk Approach and Risk-Weighted Assets

13

Topic Risk Regulations in Banking Industry

Credit Conversion Factors for Off-Balance-Sheet Exposures

Open this lesson to preview or continue learning.

1 Asset Open Topic: Credit Conversion Factors for Off-Balance-Sheet Exposures

14

Topic Risk Regulations in Banking Industry

Credit-Risk Mitigation, Collateral, Guarantees and Netting

Open this lesson to preview or continue learning.

1 Asset Open Topic: Credit-Risk Mitigation, Collateral, Guarantees and Netting

15

Topic Risk Regulations in Banking Industry

Capital Charge for Market Risk

Open this lesson to preview or continue learning.

1 Asset Open Topic: Capital Charge for Market Risk

16

Topic Risk Regulations in Banking Industry

Operational-Risk Capital Approaches and BIA Calculation

Open this lesson to preview or continue learning.

1 Asset Open Topic: Operational-Risk Capital Approaches and BIA Calculation

17

Topic Risk Regulations in Banking Industry

Pillar 2 Supervisory Review and Pillar 3 Market Discipline

Open this lesson to preview or continue learning.

1 Asset Open Topic: Pillar 2 Supervisory Review and Pillar 3 Market Discipline

18

Topic Risk Regulations in Banking Industry

Capital Buffers and Basel III Leverage-Ratio Calculations

Open this lesson to preview or continue learning.

1 Asset Open Topic: Capital Buffers and Basel III Leverage-Ratio Calculations

19

Topic Risk Regulations in Banking Industry

Systemically Important Banks, Risk-Based Supervision and Capital Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Systemically Important Banks, Risk-Based Supervision and Capital Cases

20

Topic Market Risk

Market-Risk Sources, Categories and Treasury Exposures

Open this lesson to preview or continue learning.

1 Asset Open Topic: Market-Risk Sources, Categories and Treasury Exposures

21

Topic Market Risk

Market-Risk Governance, Organisation and Framework

Open this lesson to preview or continue learning.

1 Asset Open Topic: Market-Risk Governance, Organisation and Framework

22

Topic Market Risk

Position Limits, Trading-Book Controls and Risk Identification

Open this lesson to preview or continue learning.

1 Asset Open Topic: Position Limits, Trading-Book Controls and Risk Identification

23

Topic Market Risk

Sensitivity, Volatility and Value-at-Risk Interpretation

Open this lesson to preview or continue learning.

1 Asset Open Topic: Sensitivity, Volatility and Value-at-Risk Interpretation

24

Topic Market Risk

Market-Risk Monitoring, Reporting, Liquidity and Mitigation Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Market-Risk Monitoring, Reporting, Liquidity and Mitigation Cases

25

Topic Credit Risk

Credit-Risk Sources, Types, Governance and Framework

Open this lesson to preview or continue learning.

1 Asset Open Topic: Credit-Risk Sources, Types, Governance and Framework

26

Topic Credit Risk

Transaction-Level Risk Identification and Credit Assessment

Open this lesson to preview or continue learning.

1 Asset Open Topic: Transaction-Level Risk Identification and Credit Assessment

27

Topic Credit Risk

Credit Ratings, Scoring and PD, LGD or EAD Parameters

Open this lesson to preview or continue learning.

1 Asset Open Topic: Credit Ratings, Scoring and PD, LGD or EAD Parameters

28

Topic Credit Risk

Expected-Loss and Credit-Risk Measurement Calculations

Open this lesson to preview or continue learning.

1 Asset Open Topic: Expected-Loss and Credit-Risk Measurement Calculations

29

Topic Credit Risk

Limits, Covenants, Transaction Control and Monitoring

Open this lesson to preview or continue learning.

1 Asset Open Topic: Limits, Covenants, Transaction Control and Monitoring

30

Topic Credit Risk

Portfolio Monitoring and Concentration-Risk Management

Open this lesson to preview or continue learning.

1 Asset Open Topic: Portfolio Monitoring and Concentration-Risk Management

31

Topic Credit Risk

Loan Review Mechanism and Active Portfolio Management

Open this lesson to preview or continue learning.

1 Asset Open Topic: Loan Review Mechanism and Active Portfolio Management

32

Topic Credit Risk

Credit Mitigation, Securitisation, Credit Derivatives and Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Credit Mitigation, Securitisation, Credit Derivatives and Cases

33

Topic Operational Risk and Integrated Risk Management

Operational-Risk Definition, Classification and Event Types

Open this lesson to preview or continue learning.

1 Asset Open Topic: Operational-Risk Definition, Classification and Event Types

34

Topic Operational Risk and Integrated Risk Management

Operational-Risk Governance, Organisation and Framework

Open this lesson to preview or continue learning.

1 Asset Open Topic: Operational-Risk Governance, Organisation and Framework

35

Topic Operational Risk and Integrated Risk Management

RCSA, Key Risk Indicators and Internal Loss Data

Open this lesson to preview or continue learning.

1 Asset Open Topic: RCSA, Key Risk Indicators and Internal Loss Data

36

Topic Operational Risk and Integrated Risk Management

BIA, Standardised and Advanced Measurement Approaches

Open this lesson to preview or continue learning.

1 Asset Open Topic: BIA, Standardised and Advanced Measurement Approaches

37

Topic Operational Risk and Integrated Risk Management

Operational-Risk Monitoring, Control, Reporting and Mitigation

Open this lesson to preview or continue learning.

1 Asset Open Topic: Operational-Risk Monitoring, Control, Reporting and Mitigation

38

Topic Operational Risk and Integrated Risk Management

Scenario Analysis and Operational-Risk Event Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Scenario Analysis and Operational-Risk Event Cases

39

Topic Operational Risk and Integrated Risk Management

Integrated Risk Management Need, Challenges and Application

Open this lesson to preview or continue learning.

1 Asset Open Topic: Integrated Risk Management Need, Challenges and Application

40

Topic Liquidity Risk Management

Liquidity-Risk Types, Drivers and Early-Warning Indicators

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity-Risk Types, Drivers and Early-Warning Indicators

41

Topic Liquidity Risk Management

Liquidity Governance, Policy and Risk Appetite

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity Governance, Policy and Risk Appetite

42

Topic Liquidity Risk Management

Funding Strategy, Diversification, Limits and Concentration

Open this lesson to preview or continue learning.

1 Asset Open Topic: Funding Strategy, Diversification, Limits and Concentration

43

Topic Liquidity Risk Management

Cash-Flow Gaps, Concentration Measures and Liquidity Ratios

Open this lesson to preview or continue learning.

1 Asset Open Topic: Cash-Flow Gaps, Concentration Measures and Liquidity Ratios

44

Topic Liquidity Risk Management

Liquidity Stress Testing and Contingency Funding Plan

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity Stress Testing and Contingency Funding Plan

45

Topic Liquidity Risk Management

Cross-Currency Liquidity and Overseas Operations

Open this lesson to preview or continue learning.

1 Asset Open Topic: Cross-Currency Liquidity and Overseas Operations

46

Topic Liquidity Risk Management

Liquidity MIS, RBI Reporting, Controls and Decision Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity MIS, RBI Reporting, Controls and Decision Cases

47

Topic Basel III Framework on Liquidity Standards

Basel III Liquidity Standards and Regulatory Purpose

Open this lesson to preview or continue learning.

1 Asset Open Topic: Basel III Liquidity Standards and Regulatory Purpose

48

Topic Basel III Framework on Liquidity Standards

High-Quality Liquid Assets and Operational Requirements

Open this lesson to preview or continue learning.

1 Asset Open Topic: High-Quality Liquid Assets and Operational Requirements

49

Topic Basel III Framework on Liquidity Standards

LCR Cash-Outflow, Cash-Inflow and Buffer Components

Open this lesson to preview or continue learning.

1 Asset Open Topic: LCR Cash-Outflow, Cash-Inflow and Buffer Components

50

Topic Basel III Framework on Liquidity Standards

Liquidity Coverage Ratio Calculations and Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity Coverage Ratio Calculations and Cases

51

Topic Basel III Framework on Liquidity Standards

Available and Required Stable Funding with NSFR Calculation

Open this lesson to preview or continue learning.

1 Asset Open Topic: Available and Required Stable Funding with NSFR Calculation

52

Topic Basel III Framework on Liquidity Standards

Liquidity Monitoring Tools and Integrated Basel III Cases

Open this lesson to preview or continue learning.

1 Asset Open Topic: Liquidity Monitoring Tools and Integrated Basel III Cases