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IIMBx: FC201.2x Banking and Financial Markets: A Risk Management Perspective

WELCOME TO THE COURSE TITLED 'BANKING AND FINANCIAL MARKETS: A RISK MANAGEMENT
PERSPECTIVE'
This page will guide you through the course. You will find here the important courseware resources along with
the deadlines related to each week'sassessments.
Happy Learning!!
Note:Course-related dates are subject to change. Please visit theHomepage to view the latest dates.
Prerequisites
Basic understanding of statistics and mathematics concepts is recommended. Knowledge of basic finance
would be an advantage.

COURSE AGENDA

Week

Section Name

OverviewofRiskManagement

Topics Covered

Start Date

Overview of Risk Management in Banking and

25th Aug 2016

Financial Markets
(03:30 UTC)
Liquidity & Solvency Risk
Overview of Liquidity and Solvency
Managing Liquidity (CRR and SLR)
Managing Solvency & Capital Adequacy (BASEL I)
Liquidity Risk Management
Operational Risk
Measuring and Managing Operational Risk

Credit Risk

Risks in etail Lending

1st Sep2016

Risks in Lending to SMEs

(03:30 UTC)

Measuring and Managing Credit Risk


Monitoring Credit Risk

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Credit Risk Assessment Models


Loan Concentration Risk
Loan Portfolio Risk
Off-Balance Sheet Risk
Off-Balance Sheet Risk

Interest Rate Risk

Overview of Interest Rate Risk

8th Sep2016

Yield Curve: An Overview

(03:30 UTC)

Measuring and Managing IRR: Repricing Model


Measuring and Managing IRR: Duration Gap
Analysis
Managing IRR usingDerivatives
Managing IRRFutures
Managing IRRSwaps
Risk Measurement Metrices:
Measuring Risks using VaR (Value at Risk)
Measuring Risks usingStress Test

Foreign Exchange Risk

Recap of Foreign Exchange Risk Concepts and

15th Sep2016

Terminology
(03:30 UTC)
Foreign Exchange Risk: Introduction
Managing Foreign Exchange Risk: Transaction
Exposure, Translation Exposure and Operating
Exposure
Managing Foreign Exchange Risk using Currency
Futures
Managing Foreign Exchange Riskusing Currency
Options

Asset Securitization, CDO & CDS

Asset Securitization: An Overview

22ndSep 2016

Asset Securitization:Basic Attributes, Cash Flows

(03:30 UTC)

and Structuring
Asset Securitization:Payment Structure

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Types of Securitization: Residential Mortgage


Backed Securities (RMBS) and Credit Card
Securitization
Credit Enhancements using CDS
Collateralized Debt Obligations

BASEL II, BASEL III and Regulation

Basel II Guidelines for Capital Adequacy

29thSep2016

Basel III Guidelines for Capital Adequacy

(03:30 UTC)

& Monetary Polic

Regulation and Monetary Policy


Regulation and Monetary Policy for Banks
Need for Independence of Central Banks
2008 Financial Crisis

Final Exam

6th Oct2016

Testing Time!!
Do remember to complete your final
assessment before 13th Oct2016 (03:30 UTC)

(03:30 UTC)

TIME COMMITMENT

Course Length:
7 weeks (6 weeks of contentand 1 week forthe final exam)
Each week is released across the globe onThursday, 03:30 UTC.
Weekly Commitment
3-4hours per week.This includes the time spent in going through the course materials (videos and reading
materials), taking up the assessments and participating in the discussion forums.

Grading Scheme

You will have graded assessments at the end of each week and 1 final assessment at end of your course.
Week

Weightage (%)

Assignment (or Question Format)

Start Date

Due Date

One

8%

MCQ

25thAug2016

2ndOct2016

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Two

Three

Four

Five

Six

Final Exam

8%

8%

8%

8%

8%

52%

MCQ

MCQ

MCQ

MCQ

MCQ

MCQ

03:30 (UTC)

23:59 (UTC)

01stSep2016

2ndOct2016

03:30 (UTC)

23:59 (UTC)

8thSep2016

2ndOct2016

03:30 (UTC)

23:59 (UTC)

15thSep2016

2ndOct2016

03:30 (UTC)

23:59 (UTC)

22ndSep2016

2ndOct2016

03:30 (UTC)

23:59 (UTC)

29thSep2016

2ndOct2016

03:30 (UTC)

23:59 (UTC)

6thOct2016

13th Oct2016

03:30 (UTC)

03:30 (UTC)

There are6graded assessments and 1final examin this course.The score from each assessment will
contribute to the final score, which you can track using the Progress tab.
Note:The ungraded assessments are interspersed throughout the course to recall what you have learnt so
far. Thesedo notcount for final assessments and will not show up on theProgresstab.

Academic Code of Conduct

Please follow the rules for academic honesty and online conduct for this course by reading edX Terms of
Services.

NOTE
Many of these dates are dynamic and subject to change during the course run. Please be sure to visit the
Course Home page and refer to your weekly course email for any change in any of the dates listed above.
As you work through your course, youll see dates and times when new materials are released and when
assignments and exams are due. Its important to remember that edX lists all times in Coordinated Universal

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Time (UTC), 24-hour format.

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