FINANCIAL RISK MANAGEMENT
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Gitam university mba FINANCIAL RISK MANAGEMENT SOLVED PAPERS AND GUESS
Product Details: Gitam university HR ANALYTICS SOLVED PAPERS AND GUESS
Pub. Date: NEW EDITION APPLICABLE FOR Current EXAM
Publisher: MEHTA SOLUTIONS
Edition Description: 2018-19
RATING OF BOOK: EXCELLENT
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If you find yourself getting fed up and frustrated with other Gitam University book solutions now mehta solutions brings top solutions for Gitam university mba FINANCIAL RISK MANAGEMENT
SOLVED PAPERS AND GUESS book contains previous year solved papers plus faculty important questions and answers specially for Gitam University .questions and answers are specially design specially for Gitam University students .
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FINANCIAL RISK MANAGEMENT
UNIT-I: Financial Risk: An Overview, Evolution, and the Environment. Risks definition (market, credit, liquidity, operational), more specifically on the identification of different forms of risk (currency, interest rate, equity,
commodity).
UNIT-II: Market Data Analysis, Probability and distributions of asset prices, measuring return and risk, Modeling Risk Factors, Using implied volatility in Value-at-Risk measures Risk and volatility Measurement, the issue of time aggregation, different measures of volatility such as EWMA, ARCH & GARCH processes, volatility clusters and the issue of time varying volatility. (N.P)
UNIT-III: Risk & Forecasting issues in asset prices (exchange rates & interest rates), modeling interest rates such as Cox-Ingersoll-Ross Models, ARMA processes in generating currency forecasts and using in decision making. Currency risk analysis in global investing, interest rate parity (covered and uncovered), yen-carry trade syndrome, risk environment in Indian forex markets, forwards and non-deliverable forwards, cross-currency risk analysis. (N.P)
UNIT-IV: Credit Risk Basics: Probability of Default, Credit ratings & Transition Matrix analysis, Contingent claim approach and the KMV Model,Credit Risk Management and Credit VaR. Indian environment in VaR
applications (NSE, BSE, NCDEX, CCIL), RBI guidelines for credit & market risk management, VaR based margining.
UNIT-V: Operational and other key Risks: Overview of operational risk, liquidity risk , funding risk . Interaction of Market, credit and liquidity risks. approaches in modeling operational risks. Operational and other key Risks: Overview of operational risk, liquidity risk, funding risk. Interaction of Market, credit and liquidity risks. approaches in modeling operational risks. Case studies on operational risk events and market risk losses in history and recent past. (N.P)
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