CAIIB · BFM

Risk in 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 refers to the possibility of loss or adverse outcome arising from uncertainty in financial transactions, operations, or external events that can affect a bank's earnings, capital, or solvency.

Q

What is yield curve risk in the context of bank interest rate management?

A

Risk from non-parallel shifts in the yield curve affecting bank positions.

Q

Which are the three major categories of risk that banks face in their business?

A

Banks primarily face credit risk, market risk, and operational risk, which together form the foundation of the Basel regulatory capital framework for risk management.

Q

What is sovereign risk in international banking operations?

A

Risk that a government may default on its debt obligations to banks.

Q

What is credit risk in banking?

A

Credit risk is the risk of financial loss arising from a borrower or counterparty failing to meet its contractual obligations, including default on loans, advances, or off-balance-sheet exposures.

Q

What is transfer risk in the context of cross-border banking?

A

Risk that a borrower cannot convert local currency to repay foreign currency debt.

Q

How is market risk defined in the context of banking?

A

Market risk is the risk of losses in on- and off-balance-sheet positions arising from movements in market prices, including interest rates, foreign exchange rates, equity prices, and commodity prices.

Q

What is compliance risk in banking institutions?

A

Risk of legal penalties due to failure to comply with laws and regulations.

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