B.Com In Investment Management SEM V 2023 2024 Dec 2024 RISK MANAGEMENT Question Paper - Mumbai University | munotes

Questions asked in this paper

1. Q1 A Choose the right options (Any Eight) 8 marks
2. Q1 Market risk is more commonly known as risk,
3. Q2 Interest rate risk is the risk that arises from of interest rates in economy
4. Q4 A future contract is a contract
   • a). Risk Rating b) Replicate the flow of analysis c) Credit approval process d) Expected loss on default
5. Q6 India adopted Basel | guidelines in the year
6. Q7 CAR is stands for
7. Q9 The is a measure of a bank’s capital
8. Q10 is a measure of "risk per unit of expected return
   • a) Standard deviation b) Coefficient of variation c) Correlation coefficient d) beta 1 B Match the column (any Seven) (7 Marks) Currency Risk Right to Sell Risk Measurement d_| Unsecured Promissory Notes T-bill |e | Possible Changes is Spreads Credit Rating Agencies | Evaluation of risk Process of measuring, or assessing risk Credit Risk Unable to Meet Short term financial demands
9. Q2 A) What are derivatives Market? Explain the various Types of derivatives. 8 marks
10. Q2 B) Explain the Role of Enterprise Risk Management Importance of Commodities Market in India 8Marks Major players in the derivatives market 7Marks
11. Q3 A) Explain characteristics of credit rating. 8 marks
12. Q3 B) Explain the Functions of credit rating. 7 marks
13. Q3 C) What is the process of managing credit risk. 8 marks
14. Q3 D) Explain the benefits of credit rating. 7 marks
15. Q4 A) What are the RBI guidelines for risk management? 8 marks
16. Q4 B) Discuss the regulatory framework for derivatives market in India. 7 marks
17. Q4 C) Explain the Risk management in Derivatives? 8 marks
18. Q4 D) Discuss the regulatory framework for derivatives market in India. 7 marks
19. Q5 C) Explain the types of Derivatives? 8 marks
20. Q5 D) Briefly explains application to interest rate forecasting. 7 marks
21. Q5 Write short notes on (any three) 15 marks
22. Q2 The Role of Risk Management
23. Q4 RBI guidelines on Credit Rating Framework in Banks,
24. Q5 Measures of Interest Rate Sensitivity

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