CAIIB · RM

CAIIB RISK MNG LIVE Class 3 By Ashish Sir

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Risk Management (Elective) — CAIIB.

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One-liners from this chapter

Free sample — 8 of 66 rapid-fire Q&A cards.

Q

What is the primary objective of Risk Management in banking as per RBI guidelines?

A

The primary objective is to identify, measure, monitor, and control risks to protect the bank's capital and earnings while ensuring regulatory compliance and financial stability.

Q

What is the Basel III minimum Capital Adequacy Ratio (CAR) requirement for banks?

A

Minimum 8% of Risk-Weighted Assets under Basel III.

Q

Which three broad categories of risk are most critical for banks under the Basel framework?

A

Credit Risk, Market Risk, and Operational Risk are the three broad categories, collectively forming the basis for Pillar 1 capital requirements under Basel III.

Q

What is Tier 1 Capital in the context of bank capital adequacy?

A

Core capital including equity and retained earnings of the bank.

Q

What is Residual Risk in the context of credit risk management?

A

Residual Risk is the risk that remains after applying credit risk mitigants such as collateral or guarantees, arising when those mitigants prove less effective than anticipated.

Q

What is Tier 2 Capital and what instruments are included in it?

A

Supplementary capital including subordinated debt and revaluation reserves.

Q

How does the Internal Capital Adequacy Assessment Process (ICAAP) relate to risk management?

A

ICAAP requires banks to assess all material risks beyond Pillar 1 and maintain adequate capital, forming a key part of Pillar 2 under the Supervisory Review Process.

Q

What is the Minimum Equity Capital Ratio required under Basel III norms?

A

Banks must maintain minimum 4.5% Common Equity Tier 1 ratio.

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