Module D

01

Topic Components of Assets and Liabilities in Bank Balance Sheet and their Management

Bank Balance-Sheet Structure, Asset Mix and Liability Mix

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1 Asset Open Topic: Bank Balance-Sheet Structure, Asset Mix and Liability Mix

02

Topic Components of Assets and Liabilities in Bank Balance Sheet and their Management

ALM Meaning, Significance, Purpose and Objectives

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1 Asset Open Topic: ALM Meaning, Significance, Purpose and Objectives

03

Topic Components of Assets and Liabilities in Bank Balance Sheet and their Management

ALCO, ALM Governance, Policies and Management Information

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1 Asset Open Topic: ALCO, ALM Governance, Policies and Management Information

04

Topic Components of Assets and Liabilities in Bank Balance Sheet and their Management

Coordinated Asset, Liability, Capital and Funding Strategies

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1 Asset Open Topic: Coordinated Asset, Liability, Capital and Funding Strategies

05

Topic Components of Assets and Liabilities in Bank Balance Sheet and their Management

Integrated Balance-Sheet Management Cases

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1 Asset Open Topic: Integrated Balance-Sheet Management Cases

06

Topic Capital Adequacy – Basel Norms

Balance-Sheet Application of Basel Capital and RWA Concepts

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1 Asset Open Topic: Balance-Sheet Application of Basel Capital and RWA Concepts

07

Topic Capital Adequacy – Basel Norms

ICAAP, Disclosures, Capital Planning and Growth Decisions

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1 Asset Open Topic: ICAAP, Disclosures, Capital Planning and Growth Decisions

08

Topic Asset Classification and Provisioning Norms

Income Recognition, IRAC Framework and SMA Identification

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1 Asset Open Topic: Income Recognition, IRAC Framework and SMA Identification

09

Topic Asset Classification and Provisioning Norms

NPA Identification for Term Loans, CC and OD Accounts

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1 Asset Open Topic: NPA Identification for Term Loans, CC and OD Accounts

10

Topic Asset Classification and Provisioning Norms

NPA Tests for Bills, Agricultural and Other Facilities

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1 Asset Open Topic: NPA Tests for Bills, Agricultural and Other Facilities

11

Topic Asset Classification and Provisioning Norms

Borrower-Wise Classification and Temporary Deficiencies

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1 Asset Open Topic: Borrower-Wise Classification and Temporary Deficiencies

12

Topic Asset Classification and Provisioning Norms

Standard, Substandard, Doubtful and Loss Assets

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1 Asset Open Topic: Standard, Substandard, Doubtful and Loss Assets

13

Topic Asset Classification and Provisioning Norms

Security Cover, Upgradation, Regularisation and Restructuring

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1 Asset Open Topic: Security Cover, Upgradation, Regularisation and Restructuring

14

Topic Asset Classification and Provisioning Norms

Interest Reversal and Income-Recognition Calculations

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1 Asset Open Topic: Interest Reversal and Income-Recognition Calculations

15

Topic Asset Classification and Provisioning Norms

Standard and Substandard Asset Provisioning Calculations

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1 Asset Open Topic: Standard and Substandard Asset Provisioning Calculations

16

Topic Asset Classification and Provisioning Norms

Doubtful or Loss Asset and Security-Cover Provisioning

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1 Asset Open Topic: Doubtful or Loss Asset and Security-Cover Provisioning

17

Topic Asset Classification and Provisioning Norms

Additional, Accelerated and Integrated Provisioning Cases

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1 Asset Open Topic: Additional, Accelerated and Integrated Provisioning Cases

18

Topic Liquidity Management

Balance-Sheet Liquidity Sources, Uses and Measurement Approaches

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1 Asset Open Topic: Balance-Sheet Liquidity Sources, Uses and Measurement Approaches

19

Topic Liquidity Management

Structural Liquidity Statement, Time Buckets and Maturity Ladder

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1 Asset Open Topic: Structural Liquidity Statement, Time Buckets and Maturity Ladder

20

Topic Liquidity Management

Periodic Gap and Cumulative Mismatch Calculations

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1 Asset Open Topic: Periodic Gap and Cumulative Mismatch Calculations

21

Topic Liquidity Management

Asset, Liability, Stress and Contingency Liquidity Strategies

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1 Asset Open Topic: Asset, Liability, Stress and Contingency Liquidity Strategies

22

Topic Liquidity Management

Integrated Balance-Sheet Liquidity Cases

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1 Asset Open Topic: Integrated Balance-Sheet Liquidity Cases

23

Topic Interest Rate Risk Management

Interest-Rate Risk Sources and Balance-Sheet Effects

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1 Asset Open Topic: Interest-Rate Risk Sources and Balance-Sheet Effects

24

Topic Interest Rate Risk Management

Earnings Perspective versus Economic-Value Perspective

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1 Asset Open Topic: Earnings Perspective versus Economic-Value Perspective

25

Topic Interest Rate Risk Management

Rate-Sensitive Assets and Liabilities by Time Bucket

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1 Asset Open Topic: Rate-Sensitive Assets and Liabilities by Time Bucket

26

Topic Interest Rate Risk Management

Periodic and Cumulative Repricing-Gap Calculations

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1 Asset Open Topic: Periodic and Cumulative Repricing-Gap Calculations

27

Topic Interest Rate Risk Management

Impact of Rate Changes on Net Interest Income

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1 Asset Open Topic: Impact of Rate Changes on Net Interest Income

28

Topic Interest Rate Risk Management

Duration-Gap and Leverage-Adjusted Gap Calculations

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1 Asset Open Topic: Duration-Gap and Leverage-Adjusted Gap Calculations

29

Topic Interest Rate Risk Management

Impact of Rate Changes on Economic Value of Equity

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1 Asset Open Topic: Impact of Rate Changes on Economic Value of Equity

30

Topic Interest Rate Risk Management

Simulation, Repricing and Derivative-Hedging Strategies

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1 Asset Open Topic: Simulation, Repricing and Derivative-Hedging Strategies

31

Topic Interest Rate Risk Management

IRR Limits, Controls, RBI IRRBB Guidance and Integrated Cases

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1 Asset Open Topic: IRR Limits, Controls, RBI IRRBB Guidance and Integrated Cases

32

Topic RAROC and Profit Planning

Profit Planning, Risk Aggregation and Economic Capital

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1 Asset Open Topic: Profit Planning, Risk Aggregation and Economic Capital

33

Topic RAROC and Profit Planning

Capital Allocation to Products and Business Units

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1 Asset Open Topic: Capital Allocation to Products and Business Units

34

Topic RAROC and Profit Planning

RAROC Formula and Risk-Adjusted Return Calculations

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1 Asset Open Topic: RAROC Formula and Risk-Adjusted Return Calculations

35

Topic RAROC and Profit Planning

Hurdle Rate, Risk-Based Pricing and Profit-Planning Cases

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1 Asset Open Topic: Hurdle Rate, Risk-Based Pricing and Profit-Planning Cases