Market Risk Management
About the Lecture
The lecture Market Risk Management by Edu Pristine is from the course ARCHIV Market Risk. It contains the following chapters:
- Market Risk
- Distinguish Market Risk from other Risks
- Risk Management
- Market Risk Management
Author of lecture Market Risk Management
Edu Pristine
Customer reviews
5,0 of 5 stars
| 5 Stars |
|
5 |
| 4 Stars |
|
0 |
| 3 Stars |
|
0 |
| 2 Stars |
|
0 |
| 1 Star |
|
0 |
Excerpts from the accompanying material
... Market Risk: Explain the importance of market risk. Differentiate Market Risk from other risks. Describe the Market ...
... record MTM losses when market yields (on similar bonds) increase above 10%. Mark-to-Model: For some instruments, relevant market variables may not be observable on the MTM date. These instruments are the priced on basis of some model (financial, statistical). For instance, in the present credit crisis, ...
... exposures would be HTM, they are not required to be MTM during the lifetime of the exposure. For instance, even if a bond has MTM loss, it doesn’t impact the bank if the bank does not intend to sell the bond prior to its maturity (i.e. bond is ...
... specialisation of risk management functions, so that market risks can be distinguished from other risks and managed separately, and ...
... Banking Supervision: Risk identification – Risk assessment: Measurement of risk – Risk monitoring – Risk management and mitigation: through hedging (taking opposite position through a new instrument) or cutting of existing positions etc. Hedging might be: Selective hedging: hedging ...
... are generally good at market risk management, as they have inbuilt infrastructure to analyze and monitor risks and they are well regulated. At the same time, market risk management is important for banks as they need to maintain their stability and trust to attract client deposits – Market risk management in Non-financial firms (corporate dealing in ...
... Book D. None of these: The correct order for Risk management process as laid down by the Basel Committee is A: Identification, Assessment, Monitoring, Management & Mitigation, B: Assessment, Identification, Monitoring, Management & Mitigation, C: Monitoring, Assessment, Identification, Management & Mitigation. D. Identification, ...
... Committee is Identification, Assessment, Monitoring, Management & Mitigation A. Identification, Assessment, Monitoring, Management & Mitigation. Risk management should work independently of business units and should have independent ...
