RISK MANAGEMENT recollected questions :-
Maturity bucket case study
Modified Duration (YTM) Semiannual, Convexity case study
Basel 3 T1 and T2 case study
LTV ratio case study
Foreign exchange case study
Rating Migration case study
MCLR Case Study
Basis risk
Trading book
EAD, PD, LGD
BPV
Various Approaches for Market Risk, Credit Risk , Operational Risk
Various 1 marks numericals on foreign exchange
Various RWA were asked
Etc.
Maturity bucket case study
Modified Duration (YTM) Semiannual, Convexity case study
Basel 3 T1 and T2 case study
LTV ratio case study
Foreign exchange case study
Rating Migration case study
MCLR Case Study
Basis risk
Trading book
EAD, PD, LGD
BPV
Various Approaches for Market Risk, Credit Risk , Operational Risk
Various 1 marks numericals on foreign exchange
Various RWA were asked
Etc.
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