Bachelor of Management Studies (B.M.S.) SEM V 2016 2017 April 2017 RISK MGT Question Paper - Mumbai University | munotes

Questions asked in this paper

• Please check whether you have got the right question paper

1. Q2 Figures to right indicate full marks
2. Q1 Answer the following. (any two) 15 marks
   • a. Define Risk management. Explain the process of risk management
   • b. Explain the different tools used to measure quantitative risk
   • c. Calculate expected rate of return & standard deviation of ABC Ltd. For the following information
3. Q2 Answer the following. (any two) 15 marks
   • a. Explain the various structural models of Swap
   • b. Explain the ERM matrix with Diagram
   • c. Define Arbitrage. Explain the types of arbitrage techniques Answer the following. (any two) 15
   • a. Define corporate governance. Explain the benefits of corporate governance
   • b. Define Risk assurance .Explain the challenges of risk assurance
   • c. Briefly discuss Risk & Stakeholders
4. Q4 Answer the following (any two) 15 marks
   • a. Discuss the powers, functions & duties of IRDA
   • b. Whatis Reinsurance? What are the different types of reinsurance?
   • c. Expected losses are given in the table below Loss value (in Rs.) Probability Find the fair premium if : Under writing costs = 10% of pure Premium Claims are paid at the end of year
   • d. Interest rate = 10%
   • f. Fair profit = 5% of pure premium
   • Q.P. Code :02170
5. Q5 Case study Evaluate the performance of funds M,N & market port folio from the following information available form the past 6 months Month (return %) | April | May | June | July Aug The 6 month Treasury Bills Carry an interest rate of 6% P.a 15 marks

Read from the scan above, so a character or two may differ. The scan is the original.