To acquaint the students with the management of financial risk in Banks and companies.
Investors and risk management: Expected return and volatility for a security and the portfolio, Indifference curves and utility curves for investors.
Risk Management and Equity Markets: Sources and types of risks in equity markets, Measures of Risk in equity markets: Variance, Standard Deviation and Value at risk(VaR). .Managing risk through hedging and diversification
Risk Management in Banks: Sources and types of risks in Banking Sector. Assets- Liability management
Risk Management and derivatives: Introduction , Value at Risk, trading Framework, clearing and settlement
Practices of Risk management: Recent trends in risk management, Current regulatory environment in India (NSE & BSE)
• Bhalla V K , “Investment Management- Security analysis and portfolio management”,S. chand
• Taxmann ‘Theory And Practice Of Treasury And Risk Management ‘, Indian Institute Of Banking
• Harrington & Niehaus ‘ Risk Management And Insurance ‘ Tata Mc Graw Hill, new delhi.
• Nagrajan .K Project management New Age International Publishers
• MJ Mathew,”RiskManagement and Insurance”,RBSA Publications,Jaipur.
• Bhalla, V.K., “Financial Management & Policy,” (Anmol Publications, Delhi).. Chandra, P., “Financial Management- theory and practice”, (Tata Mc Graw Hill).
• Rustagi, “Fundamentals of Financial Management”,( Galgotia Publishing House,Delhi)
• Rene M. Stulz ‘ Risk Management & Derivatives’ Cengage Learning , New Delhi
• Prasanna Chandra “Project Planning, Implimentation & Review” Tata McGrawl-Hill, New Delhi
Links:
[1] https://finance.iisuniv.ac.in/courses/subjects/management-financial-risk-ii
[2] https://finance.iisuniv.ac.in/academic-year/2018-2019