risk_management

May 20th, 2015
Studypool Tutor
A. T. Still University
Price: $20 USD

Tutor description

Regardless of the sophistication of the measures, banks often distinguish between expected and unexpected losses. Expected losses are those that the bank knows with reasonable certainty will occur (e.g., the expected default rate of corporate loan portfolio or credit card portfolio) and are typically reserved for in some manner. Unexpected losses are those associated with unforeseen events

Word Count: 11545
Showing Page: 1/50
Risk Management Guidelines for Commercial Banks & DFIs. Table of ContentsPage No.IntroductionDefining Risk 1Risk Management 1Board & Senior Management oversight 2Risk Management Framework 3Integration of Risk 3Business Line Accountability 4Risk Evaluation / Measurement 4Independent Review 4Contingency Planning 4Managing Credit RiskComponents of Credit Risk Management 5Board & Senior Management oversight 5Organization Structure 7Systems and Procedures 8Credit origination 8Limit setting 9Credit Administration 9Measuring Credit Risk 10Internal Risk Rating 10Credit Risk Monitoring & Control 13Risk Review 14Delegation of Authority 15Managing Problem Credits 15Managing Market RiskInterest Rate Risk 17Foreign Exchange Risk 17Equity / commodity price Risk 18Element of Market Risk Management 18Board and Senior Management Oversight 18Organization Structure 19Risk Management Committee 20ALCO 20Middle Office 21Risk Measurement 21Repricing Gap Models 21Earning at Risk &Economic Value of Equity Models 22Value at Risk 24Risk Monitoring 24Risk Controls 24Audit 25Risk limits 25Managing Liquidity RiskEarly Warning Indicators 27Board and Senior Management Oversight 28Liquidity Risk Strategy and Policy 28ALCO/ Investment Committee 30Liquidity Risk Management Process 30MIS 30Liquidity Risk Measurement & Monitoring 31Contingency Funding Plan 31Cash Flow Projections 33Liquidity Ratios & Limits 34Internal

Review from student

Studypool Student
" Wow this is really good.... didn't expect it. Sweet!!!! "
Ask your homework questions. Receive quality answers!

Type your question here (or upload an image)

1829 tutors are online

Brown University





1271 Tutors

California Institute of Technology




2131 Tutors

Carnegie Mellon University




982 Tutors

Columbia University





1256 Tutors

Dartmouth University





2113 Tutors

Emory University





2279 Tutors

Harvard University





599 Tutors

Massachusetts Institute of Technology



2319 Tutors

New York University





1645 Tutors

Notre Dam University





1911 Tutors

Oklahoma University





2122 Tutors

Pennsylvania State University





932 Tutors

Princeton University





1211 Tutors

Stanford University





983 Tutors

University of California





1282 Tutors

Oxford University





123 Tutors

Yale University





2325 Tutors