This book has focused on the vital areas like Principles of Risk Management, Risk Management Policies, Risk Management Techniques / Instruments, Risk Management Structure, Implementation of Risk Management Policies by Banks, Opportunities, challenges and difficulties of implementation. This book also covers all the important risk areas namely Credit Risk, Market Risk (Covering, Liquidity Risk, Interest Rate Risk, Foreign Exchange Risk, Commodity Price / Equity Price Risk), Solvency Risk, Operational Risk Including Technology Risk and Risk Aggregation & Capital Allocation (Otherwise Known as Enterprise Wide Risk Management). The chapter on solvency risk covers the concepts like The Rate of Risk Adjusted Capital Adequacy (CRAR), Risk Based Economic Capital, RAROC, Risk Rating Risk Based Pricing. Lastly, It also contains a chapter on Risk Based Supervision and Risk Focused Internal Audit of Banks in India which has already been launched in certain selected banks. The book has incorporated the latest RBI Guidelines on all these subjects
The book will be of great use to Reserve Bank of India, Commercial Banks and Financial Institutions, the students and teachers of Banking & Finance and Management Libraries of Colleges & Universities, Libraries of Banks, Financial Institutions Management Institutes and Reserve Bank of India.
Contents :
1. Introduction
2. Concept of Risks in Banks
3. Risk Management
4. Derivatives as Instruments of Risk Management
5. Quantitative Risk Measurement
6. Credit Risk
7. Market Risk
8. Operational Risk
9. Solvency Risk-Concept of Capital Adequacy and Risk Based Capital
10. Risk Based Supervision of Banks
Bibliography
