TABLE OF CONTENT
Risk Basics
- Nature of Risk
- Sources of Risk
- Need for Risk Management
- Process of Risk Management
- Risk Policy
- Risk Management Approaches
Risk Classification
- Credit Counterparty Risk
- Market Risk
- Operational Risk
- Other Risks
Measuring Risk
- Measurement of Credit
- Measurement of Market Risk
- Measurement of Interest Rate Risk For
- Asset Liability Management (ALM)
- Measurement of Operational Risk
Risk Management
- Managing Credit Risk
- Interest Rate Risk Management
- Insurance
- Bull and Bear Spreads
- Delta Neutral Strategies
- Credit Derivatives
- Credit Ratings
Other Issues in Risk Management
- Regulatory Framework
- The Basel Committee
- Best Practices
- Challenges to Risk Management
- Accounting Issues
- Tax Issues
- Management Information System (MIS)
- Integrated Risk Management
Basel II
- Three Pillars of Basel II
- Scope of Application
- The First Pillar-Minimum Capital Requirements
- The Standardized Approach
- The Internal Ratings Based (IRB) Approach
- The Second Pillar-Supervisory Review Process
- The Third Pillar-Market Discipline
- Market Risk
- Operational Risk
Case Studies
- Barings
- Herstatt Bank
- Long-Team Capital Management (LTCM)
- Enron
- Orange County
- Financial Risk Management Conclusion
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