CAIIB · BFM

RISK AND BANKING BUSINESS

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 banking business?

A

Risk in banking is the possibility of loss or adverse outcome arising from uncertainty in future events, including credit, market, liquidity, and operational exposures.

Q

What is residual risk in banking after applying risk mitigation measures?

A

Risk remaining after controls and mitigation strategies are applied

Q

Which Basel framework introduced a formal three-pillar approach to bank risk management?

A

Basel II introduced the three-pillar framework: Pillar 1 (minimum capital requirements), Pillar 2 (supervisory review), and Pillar 3 (market discipline).

Q

What is pipeline risk faced by banks in loan origination?

A

Risk of rate changes between loan commitment and actual disbursement

Q

What distinguishes systematic risk from unsystematic risk in banking?

A

Systematic risk affects the entire financial system and cannot be diversified away, whereas unsystematic risk is entity-specific and can be reduced through diversification.

Q

What is basis risk in banking interest rate risk management?

A

Risk arising from imperfect correlation between different interest rate indices

Q

How is credit risk defined under RBI guidelines for Indian banks?

A

Credit risk is the risk of loss arising from the failure of a borrower or counterparty to meet its financial obligations as per the agreed terms.

Q

What is gap risk in a bank's interest rate risk framework?

A

Risk from maturity mismatch between assets and liabilities in rate-sensitive buckets

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