Description
M. B. A. (BANKING AND FINANCE)
(MBF)
Term-End Examination
December, 2024
MMPB–004 : RISK MANAGEMENT IN BANKS
Time : 3 Hours
Maximum Marks : 100
Note : (i) Attempt any five questions.
(ii) All questions carry equal marks.
1. What is the importance of Risk Management
for Banks ? Explain the different steps of Risk
Management process.
2. What is a ‘Weak Bank’, as defined by the Basel
Committee ? What are its symptoms ? What are
the causes for weakening of Banks ?
3. What are Credit Derivatives ? Discuss the
different types of Credit Derivatives.
4. What is Asset Liability Management (ALM) ?
Why is it needed ? Discuss the three pillars of
ALM.
C–2351/MMPB–004
P. T. O.
[ 2 ]
5. What is Market Risk ? What are its types ?
Explain the factors that contribute to Market
Risk.
6. What is ‘Operational Risk’ ? What is its
relevance for Banks ? Explain the different
categories of operational risk events identified
by the Basel Committee.
7. What is the significance of Operational Risk in
a Bank ? Discuss the different approaches to
measure operational risk of Banks.
8. Explain the sound compensation principles for
financial institutions as published by the
Financial Stability Board.
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