May 20th, 2015
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A. T. Still University
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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

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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

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