CAIIB · BFM

CAIIB BFME Module B & C By Ashish Sir Class 10

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

2 video classes 65 one-liners
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One-liners from this chapter

Free sample — 8 of 65 rapid-fire Q&A cards.

Q

What is the primary objective of risk management in banks?

A

The primary objective is to identify, measure, monitor, and control risks to protect the bank's capital and earnings while supporting its business strategy.

Q

What is the Advanced Measurement Approach (AMA) for operational risk?

A

A bank's own models to calculate operational risk capital requirement.

Q

What are the three main pillars of Basel II framework?

A

The three pillars are Minimum Capital Requirements (Pillar 1), Supervisory Review Process (Pillar 2), and Market Discipline through disclosure (Pillar 3).

Q

What is the meaning of Economic Capital in bank risk management?

A

Capital estimated internally to cover all risks beyond expected losses.

Q

What is Value at Risk (VaR)?

A

VaR is a statistical measure that estimates the maximum potential loss in value of a portfolio over a defined period for a given confidence interval, typically 99% or 95%.

Q

What is Maturity Mismatch Risk in banks?

A

Risk from mismatch between asset and liability maturities causing funding gaps.

Q

What is Credit Risk in banking?

A

Credit risk is the risk of loss arising from a borrower's failure to repay a loan or meet contractual obligations, leading to a potential default that results in financial loss to the lender.

Q

What is the significance of Tier 1 capital in Basel III?

A

Core capital absorbing losses while bank remains a going concern.

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