ASIAN BUSINESS SCHOOL

Session 2018-19
PGDMF01 – Financial Risk Management
Assignments

Assignment 1
CO evaluated: CO1, CO2 Max Marks: 10

Identification of Risks along with examples

 market,
 credit,
 liquidity,
 operational
 currency risk
 interest rate risk
 equity risk
 legal and regulatory risk
 Business & strategic risk
 Reputation Risk

Assignment 2
CO evaluated: CO2, CO3 Max Marks: 10

VAR modeling on excel

Students are required to select a company of their choice and compute
volatility on 5 year stock price data or pension funds data.

Assignment 3
CO evaluated: CO4, CO5 Max Marks: 10

Bankruptcy modeling on excel

Students are required to select a banking company of their choice and
perform bankruptcy or distress identification modeling.