Professional Documents
Culture Documents
BFM CH 12 Module B
BFM CH 12 Module B
CAIIB
Module B
Risk Management
Prepared By: Jagat Nagar (M : 9909792440) 1
- jagatnagar@yahoo.co.in
Credit Risk
Organisation structure:
b. Portfolio Risk
- Systematic or Intrinsic Risk: In portfolio, risk is minimum but
minimum level corresponds to the risks in the economy in
which it is operating. This is sytemetic or intrinsic risk.
a. Securitisation
b. Collatealised Loan Obligations: (CLOs)
c. Credit Derivatives
c. Credit Derivatives:
It transfer risks in credit assets without transferring the
underlying assets themselves from the books of the originator.
Thank You