MMPB-4 2025-26 SOLVED ASSIGNMENT

Description

ASSIGNMENT
Course Code: MMPB-004
Course Title: Risk Management in Banks
Assignment Code: MMPB-004/TMA/JULY/2025/JAN/2026

Note: Attempt all the questions and submit this assignment to the Coordinator of your study centre. Last date of submission for July 2025 Semester is 31st October 2025and for January 2026 Semester is 30th April, 2026.

1. Discuss the major types of risks faced by banks, and explain the frameworks and tools used to manage these risks effectively.
2. Define credit risk in the context of Banks. Why is it important for banks to manage credit risk effectively? Using suitable examples, discuss how a bank can reduce its exposure to credit risk through the implementation of robust credit policies and procedures.
3. Discuss the different types of market risk models used in banks to quantify exposure to market-related risks. Meet the Manager of Bank of your choice and find out how the bank measures and manages market risk.
4. Define Operational Risk in the context of banks. Discuss the various types of operational risks as categorised by the Basel Committee. Also, elaborate the key principles of effective operational risk management as laid down by the Basel Committee.
5. Write Short Notes on: a) Basel III Accord b) Internal Capital Adequacy Assessment Process (ICAAP) c) Risk Pricing d) Marginal Risk Capital