CAIIB · BFM

Risk and basic risk management framework

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Bank Financial Management — CAIIB.

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Q

What is the primary definition of risk in the context of international banking?

A

Risk is the probability of an adverse outcome or loss arising from uncertainty in financial transactions, market movements, or counterparty behavior.

Q

What is residual risk in the context of bank risk management?

A

Risk remaining after controls and mitigants have been applied.

Q

What are the three broad categories of risk faced by banks in international operations?

A

The three broad categories are credit risk, market risk, and operational risk, collectively forming the foundation of Basel II and Basel III risk frameworks.

Q

What is inherent risk in banking operations?

A

Risk existing before any controls or mitigants are applied.

Q

What is country risk in international banking?

A

Country risk is the risk of loss arising from a borrower's inability or unwillingness to repay due to political, economic, or social conditions in their home country, including sovereign default and transfer restrictions.

Q

What is enterprise risk management (ERM) in the context of banks?

A

Holistic framework managing all risks across the entire bank.

Q

What distinguishes transfer risk from sovereign risk?

A

Transfer risk arises when a government restricts conversion or transfer of foreign exchange even if the borrower is willing to repay, whereas sovereign risk is the risk of a government itself defaulting on its obligations.

Q

What is the meaning of risk mitigation in banking?

A

Actions taken to reduce the probability or impact of a risk.

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