Questions were basic to moderate level Finance Part of Question Paper Total 31 questions of 48 marks were asked in this part. . . Answer is increase in yield by 2 %. Means loss in holding the portfolio.
. Case study for calculation of capital for market risk Bank has paid up capital 100 free res. . So loss of 25% of 40 lakhs. . .
List out the options which are out-of-the-money. Raj purchases a call option for 500 shares of A with strike price of Rs. Freight is estimated at 10% and insurance premium will be approximately 5%. He has worked as a Senior Executive in a Public Sector Bank for more than 20 years and has authored 20 books on banking. Total interest on the export bill discounted, will be charged up to; i notional due date 25.
Principle security value is 1. The spot rate is 34. On maturity, shares of A were priced at Rs. It will be mailed to you a day after the material is dispatched. And ecgc will settle obly 75 % amount. Total face value of the holding is Rs 10124 Crs.
If there is an assets of Rs. If the deal is struck, the foreign bank would pay Rs. The market factor sensitivity of the portfolio is……. . Language of instruction: English Prof.
What are the risk weighted assets for market risk? What should be Hair cut for credit risk mitigation? Spot Rate Forward Rates is 35. In a year 250 working days , How many days VaR may be observed at more than 5%? How much amount will be credited to the account of the Exporter. Means 30 lakhs will settled by ecgc 61. . . Means loss 10 lakhs will bear by bank 60.
Today I will tell you the strategy for the study of Bank Financial Management which many people finds difficult to clear. Transit period is 20 days and Exchange margin is 0. . Only difference amount of interest will be paid. What is the total capital adequacy ratio? Mostly I can Say that You can easily clear this paper by taking all three papers at once. What will be the notional due date of the bill submitted by the exporter: i 30.
. A bank,s G sec portfolio has 100 day VaR at 95% confidance level of 4% based on yield. Asset in doubtful category for 2 years — Rs. Mostly questions asked on this module are theoretical type, so through reading of McMillan is important. He estimates daily potential loss to be Rs 6350 approximately. The bill has to be retired to debit the account of the customer.
Subsequently the bank realizes Rs 20 lacs collaterals available to it. Bond price would go up by 4. Toor book has many numerical and case studies. . Then here gaining 3% by interest rate margin. A bond with acupon rate of 7. .