Spring 2011(Feb-July)

Master of Business Administration - MBA Semester 4

Subject Code – MF0016

Subject Name – Treasury Management

4 Credits
(Book ID: B1311)
Assignment Set- 1 (60 Marks)

Note: Each question carries 10 Marks. Answer all the questions.

Q.1 Explain how organization structure of commercial bank treasury facilitates in handling

various treasury operations. [10 Marks]

Q.2 Bring out in a table format the features of certificate of deposits and commercial

papers. [10 marks]

Q.3 Critically evaluate participatory notes. Detail the regulatory aspects on it. [10 Marks]

Q.4 What is capital account convertibility? What are the implications on implementing

CAC? [10 Marks]

Q.5 Detail domestic and international cash management system [10 Marks]

Q.6 Distinguish between CRR and SLR [10 Marks]

 Spring 2011(Feb-July)

Master of Business Administration - MBA Semester 4

Subject Code – MF0016

Subject Name – Treasury Management

4 Credits
(Book ID: B1311)
Assignment Set- 2(60 Marks)

Note: Each question carries 10 Marks. Answer all the questions.

Q.1 Explain any two major risks associated with banking organization. [10Marks]

Q.2 What is liquidity gap and detail the assumptions of it? [10 Marks]

Q.3 Explain loanable fund theory and liquidity preference theory [10 Marks]

Q.4 Explain various sources of interest rate risk [10 Marks]

Q.5 Detail Foreign exchange risk management and control procedure [10 Marks]

Q.6 Describe the three approaches to determine VaR [10 Marks]