CAIIB · BFM

CAIIB BFME Module B & C By Ashish Sir Class 8

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 objective of Risk Management in banks?

A

The primary objective of risk management in banks is to identify, measure, monitor, and control risks to protect the bank's capital and earnings while ensuring continued profitability and solvency.

Q

What is the Advanced Measurement Approach (AMA) for Operational Risk capital?

A

A bank's own internal loss data models calculate capital requirement.

Q

What are the three pillars of Basel II framework?

A

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

Q

What is the Basic Indicator Approach (BIA) for Operational Risk?

A

Capital is 15% of the average annual gross income over three years.

Q

What is Credit Risk in the context of bank financial management?

A

Credit risk is the risk of loss arising from a borrower's failure to repay a loan or meet contractual obligations, and it is the most significant risk faced by commercial banks.

Q

What is Market Risk and what instruments does it affect?

A

Risk of loss from adverse market price movements in traded instruments.

Q

How is Market Risk defined under Basel framework?

A

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

Q

What is the difference between Specific Risk and General Market Risk?

A

Specific risk is issuer-related; general risk is from broad market movements.

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