COMMERCIAL BANK MANAGEMENT Quarter: December 2009- February 20 0 Faculty Office Telephone e-!ail Cre!"t#: $ %e##"&' Durat"&'' 9( !
inutes C&ur#e Ob(ect")e#: The p&i!a&y th&ust of the cou&se is to p&ovide unde&standin) on financial !ana)e!ent of co!!e&cial $an*s% The fi&st pa&t of the cou&se e!phasi+es on functional aspects of co!!e&cial $an*in)' lia$ilities !ana)e!ent, c&edit !ana)e!ent capital !ana)e!ent, and, invest!ent !ana)e!ent% The )lo$al no&!s set $y -asel co!!ittee and the policy )uidelines su))ested $y the R-. /ill $e co!$ined /ith the discussion on functional aspects of co!!e&cial $an*in)% The second pa&t of the cou&se is focused on &is* !ana)e!ent in co!!e&cial $an*s% This pa&t is devoted to application of asset-lia$ility !ana)e!ent techni0ues, !ana)e!ent of inte&est &ate &is*, inte&est &ate s/aps, !ode&n aspects of c&edit &is* !ana)e!ent, c&edit de&ivatives, and ope&ational &is* !ana)e!ent% Rea!"'* Mater"a+: A copy of collection of &eadin)s and cases /ill $e p&ovided to each student Re,ere'ce b&&-#: Financial .nstitutions Mana)e!ent' A Ris* Mana)e!ent App&oach, Anthony 1aunde&s and Ma&ica Millon 2o&nett, Mc3&a/ 4ill .nte&national, Fifth 5dition 2((6 -an* Mana)e!ent. $y Ti!othy 6 7och and 1% 1cot Macdonald, Tho!oson 1outh 6este&n (Indian reprint),2((8 -an* Mana)e!ent' Te9t and 2ases, 3eo&)e 4 4e!pel and :onald 3 1i!onson, Fifth edition, John 6iley and 1ons, .nc, 1999 2o!!e&cial -an* Mana)e!ent, ;ete& 1 Rose, .&/in Mc3&a/-4ill ;u$lications %c/eme &, E)a+uat"&' Assi)n!ent-. 2lass pa&ticipation Assi)n!ent-.. Final test 1(< 8< 28< 6(< M Jayadev 2-A Office 26993138 Residence 269933 1 "ayadev! #ii!$%e&net%in
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T&0"c Financial 1yste! in .ndia Functions of 2o!!e&cial -an*s =e)al and Re)ulato&y 5nvi&on!ent -an*in) secto& and e!e&)in) pe&spectives Financial 1tate!ents of 2o!!e&cial -an*s' Analysis and 5valuation of -an* ;e&fo&!ance =i0uidity Ris* > 1tatic and :yna!ic =i0uidity Mana)e!ent, Mana)e!ent of =ia$ilities and 2RR 2ost of Funds and T&ansfe& ;&icin) 2&edit !ana)e!ent' =oan policy, loan cha&acte&istics and c&edit &atin) !odels 2&edit app&aisal and assess!ent of fund and non-fund $ased &e0ui&e!ents =oan p&icin) and =oan accountin)
%tu!y Mater"a+ 5!e&)in) Realities in -an*in) and Finance Analysis of Financial 1tate!ents of a 2o!!e&cial -an* Case Study: HDFC Bank ?=i0uidity Mana)e!ent' A ;&actical App&oach@ f&o! poly copy The Aet 2ash 2apital tool in -an* =i0uidity Mana)e!ent Read ? .nte&nal 2&edit Ratin) ;&actices of .ndian -an*s@ 2ase study on ?-ha&at =a/n Move&s =td@ 59e&cises and case lets ;&udential Ao&!s on .nco!e Reco)nition and Asset 2lassification 2ase study
8 6
B 8 9 1(D11
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Mana)e!ent of A;As' 2o&po&ate :e$t Rest&uctu&in) and 1ecu&iti+ation 2apital Ade0uacy and 2apital Mana)e!ent in -an*s -asel ..' 1t&uctu&e and .!pe&atives 1tanda&dised App&oach .nte&nal Ratin)s -ased App&oach .nvest!ent Mana)e!ent in -an*s Mana)in) Fi9ed .nco!e po&tfolio' -ond p&ices and inte&est &ates, :u&ation and 2onve9ity, Ealuation of .nvest!ent po&tfolio Ma&*-to- Ma&*et valuation and issues Asset-=ia$ility Mana)e!ent .nte&est Rate Ris* Mana)e!ent' Rate 1ensitivity 3ap Analysis :u&ation 3ap Analysis ?Ealue at Ris*@
-asel ..' The Route Ahead o& 2ul-de-1acC 59e&cises on -ond :yna!ics
1% @ .nte&est Rate Ris* Mana)e!ent@ 2% Ris* Ad"usted ;e&fo&!ance Measu&e!ent and 2apital Allocation
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.nte&est Rate 1/aps
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2&edit Ris* Mana)e!ent Models' Alt!anFs G1co&e Model, Me&tonFs Option ;&icin) Model, J; Mo&)anFs Ris* Met&ics Ove&vie/ on po&tfolio &is* !odels
59e&cise on p&icin) inte&est &ate s/aps Case study' T&ansfo&!ation of :utch ;ension Funds 1% ;&edictive ;o/e& of Financial Ris* Facto&s' An 5!pi&ical Analysis of :efault 2o!panies 2% :efault Ris* on 2o&po&ate -onds 3% The esti!ation of ;: usin) Me&tonFs option p&icin) app&oach % 5:F case 1tudy
18 19 2(
2&edit :e&ivatives Ope&ational Ris* Mana)e!ent Revie/
2ase study ?Ope&ational Ris* and 2apital 2ha&)e@
1u))ested /e$ sites'
1% 2% 3% % 8% 6% B% 8% 9%
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