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Recollected - Feb 2017
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Case Studies on ...
RWA calculation for operational risk under Standardized approach
DGAP
Conceptual question on FCNR, RFC, NRO, NRE
Operational risk calculation all approaches
Modified duration
Tier 1 n tier 2 numerical
LC based case studies for 5 marks
Basic inducater appoach market risk 5 number
Modified duration of equity5 ques
Calculations of capital adequacy ratio quite a few questions
10 questions at from various risks associated with Treasury operations
Interest rate swap 5 questions
Bill buying 5 questions
EXCHANGE RATE
AAA A BB Rating Chart Questions for Risk Weighted Calculations
Yield Calculation
W RSA,RSL NUMERICAL
RATED BOND NUMERICAL
Yeild of bond numerical
BASIC INDICATOR APPROACH NUMERICAL
BPV
Forex t.bill
Leverage
Forward contact
CRAR
Operational risk
Treasury theoritical
60question theory easy
No ques from volatility and bpv
Call risk problems
packing credit problems
Rsl. Rsa.. Md problems
Leveage ratio related case study
BASEL III Tier 1 Tier 2 capital Minimum equity ratio related
BFM Book page no 415 ICCAP related question
BFM Book page no 443 stock approach related 05 question
BFM Book page no 477 - RSL/RSA/DGAP/Modified Duration Gaps
BFM Book page no 20 - Export Bill 5 marks
BFM Book page no 295 - Estimated level of Operational Risk
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