...مدیریت ریسک در فناوری اطلاعات(1) فناوری اطلاعات یا آی تی تمام جنبه های زندگی را تحت تاثیر قرار داده است و از این رو اقتصاد جهانی، بیش از پیش به توجهات ویژه به مدیریت ریسک بدلیل توسعه اینترنت در سازمانها و سیستم های آی تی نیازمند گردیده است. مدیریت ریسک شناسایی، ارزیابی و اولویت بندی خطراتی است که یک بیزینس را تحت تاثیر خود قرار می دهد و در قسمت فناوری اطلاعات هر نوع خطر بالقوه ای محسوب می شود که باعث از دست دادن دیتا و اطلاعات شده و کل بیزینس را تحت تاثیر قرار می دهد.استفاده از استانداردهای مرتبط و کنترل کننده های قوی می تواند روند ارزیابی خطر را تحت الشعاع قرار دهد. تیم های مدیریتی در انترپرایزها و بیزینس های عمده بدون اینترنت و دیتاهای ذخیره شده روی سرورها، قابل تصور نیستند و حفظ، حمایت و پشتیبانی از اطلاعات جمع آوری شده برای کسب سود بیشتر واحدها از اولویتهای کاری مدیران ارشد است. جستجو برای یافتن آسیب هایی که منجر به ضرر در بیزینس شده و شبیه سازی مشکلات آینده و تصمیم سازی قبل از وقوع از جمله فاکتورهایی است که مدیریت ریسک آنرا به مدیران ارشد امنیت اطلاعات در سازمان (CISO's) و مدیران اجرایی سازمان(CIO's) یاد می دهد. غیر از این دو پست سازمانی کارمندان رگولاتوری و تنظیم کننده قوانین داخلی و ممیزان داخلی و خارجی بهمراه صاحبان سهام می توانند در فرایند توسعه امنیت با استفاده از مدیریت بر ریسکهایی که فناوری اطلاعات سازمان را به مخاطره می اندازد، مشارکت داشته باشند. بسته به حجم سازمان و میزان مبادلات مالی و میزان استفاده از اینترنت و فناوری های رایانه ای مدیریت ریسک می تواند شدت و حدت خاص خود را داشته باشد اما نقطه اشتراک آنها دانستن این نکته است که دنبال چه چیزی از این نوع مدیریت...
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...Bank Risks and Risk Factors Abstract The Federal Reserve System has established a banking risk framework that consists of six risk factors: credit, market, operational, liquidity, legal and reputational risks. During examinations, institutions' risk management structures are reviewed using these risk categories. The Federal Reserve Bank of Chicago (Seventh District) supervision group follows current and emerging risk trends on an on-going basis. This Risk Perspectives newsletter is designed to highlight a few current risk topics and some potential risk topics on the horizon for the Seventh District and its supervised financial institutions. The newsletter is not intended as an exhaustive list of the current or potential risk topics and should not be relied upon as such. We encourage each of our supervised financial institutions to remain informed about current and potential risks to its institution. Credit Risk The marketplace for C&I loans is highly competitive. Soft loan demand, the low interest rate environment, and strong market liquidity from banks and investors flush with cash has heightened the level of competition for C&I lending and will continue to make loan growth for our institutions very challenging into 2013. Anecdotally, financial institutions have responded to these dynamics in a number of ways, including: • Granting pricing and structural concessions in order to maintain or potentially grow market share • Increasing leverage tolerance ...
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...RISK MANAGEMENT IN BANKS The business of banking today is synonymous with active risk management than it was ever before. The success and failure of a banking institution heavily depends on the strength of the risk management system in the current environment. This is true as the very business of banking is risk-taking as an intermediary, i.e. interposing between savers (depositor) on one hand and the borrower on the other hand, thereby accepting the risks of intermediation. Risk Management: Meaning & Components A risk can be defined as an unplanned event with financial consequences resulting in loss or reduced earnings. Therefore, a risky proposition is one with potential profit or a looming loss. Risk stems from uncertainty or unpredictability of the future. In commercial and business risk generates profit or loss depending upon the way in which it is managed. Risk can be defined as the volatility of the potential outcome. Risk is the possibility of something adverse happening. Risk management is the process of assessing risk, taking steps to reduce risk to an acceptable level and maintaining that level of risk. The essential components of any risk management system are – * Risk Identification: i.e. the naming and defining of each type of risk associated with a transaction or type of product or service; * Risk Measurement: i.e. the estimation of the size, probability and timing of potential loss under various scenarios; * Risk Control: i.e....
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...disadvantages of using stocks | | 3. What are the several conditions which impacts how we raise capital. | | QUESTION TWO: MULTIPLE CHOICES: DRAW A CIRCLE AROUND THE BEST ANSWER: 1. The term "capital structure" refers to: a) long-term debt, preferred stock, and common stock equity b) current assets and current liabilities c) total assets minus liabilities d) shareholders' equity . 2. A firm's degree of operating leverage (DOL) depends primarily upon its: a) sales variability b) level of fixed operating costs c) closeness to its operating break-even point. d) debt-to-equity ratio. 3. An EBIT-EPS indifference analysis chart is used for a) evaluating the effects of business risk on EPS. b) examining EPS results for alternative financing plans at varying EBIT levels. c) determining the impact of a change in sales on EBIT d) showing the changes in EPS quality over time. 4. EBIT is usually the same thing as: a) funds provided by operations. b) earnings before taxes. c) net income. d) operating profit. 5. In the context of operating leverage break-even analysis, if selling price per unit rises and all other variables remain constant, the operating break-even point in units will a) fall. b) rise. c) stay the same. d) still be indeterminate until interest and preferred dividends paid are known. 6. If a firm has a DOL of 5 at Q units, this tell us that a) if...
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...Executive Summary Eastern Bank’s tagline is “Simple Math”. But it is not so simple to serve the borrowers with the right package. A bank’s major liability is to deliver significant returns to their depositors. Unlike returns to shareholders, this return is promised. Unless delivered, depositors may take back the return with a vengeance; bankrupting the bank in the process. The banks developed various form of debtor selection processes to protect themselves against depositors grudge, i.e. delinquency of borrowers. CRG (Credit Risk Grading) and CRR (Credit Risk Rating) together makes one of those processes. This report is titled “Predicting Delinquency of EBL’s Corporate Customers.” EBL is one of the leading private commercial banks of Bangladesh. After starting its operation in 1992, the bank established itself as one of the most technologically advanced banks of the country. EBL has been offering diverse portfolio of products to its customer. CRG process is a borrower selection process advised by Bangladesh Bank. Private commercial banks in Bangladesh use CRG to predict the possibility of delinquency in the form of CRR. EBL uses the same process. This report first develops a model to test the CRR against financial data of a firm. Data obtained from 35 borrowers of EBL were used to run a linear regression taking CRR ratings of respective firms as dependent variable. Running the regression, the model shows that CRR of a firm does not reflect the firm’s financial data properly...
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...business of accepting risk. Primary aims of any financial services firm are collect and manage risks on behalf of their customers and make a profit for its shareholders. We may define ‘Risks’ as uncertainties resulting in adverse outcome, adverse in relation to planned objective or expectations. In the financial arena, enterprise risks can be broadly categorized as credit risk, operational risk, market risk and other risk. Credit risk is the oldest and important risk which banks exposure and important of credit risk and credit risk management are increasing with time because of some reasons like economic crises and stagnation, company bankruptcies, infraction of rules in company accounting and audits, growth of off-balance sheet derivatives, declining and volatile values of collateral, borrowing more easily of small firms, financial globalisation and BIS risk-based capital requirements. Credit risk can be defined as the risk of losses caused by the default of borrowers. Default occurs when a borrower can not meet his financial obligations. Credit risk can alternatively be defined as the risk that a borrower deteriorates in credit quality. This definition also includes the default of the borrower as the most extreme deterioration in credit quality. Credit risk is managed at both the transaction and portfolio levels. But, banks increasingly measure and manage the credit risk on a portfolio basis instead of on a loan-by-loan. In credit risk management banks use various methods such...
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...Center Commercial Bank Risk Management: an Analysis of the Process by Anthony M. Santomero 95-11-C THE WHARTON FINANCIAL INSTITUTIONS CENTER The Wharton Financial Institutions Center provides a multi-disciplinary research approach to the problems and opportunities facing the financial services industry in its search for competitive excellence. The Center's research focuses on the issues related to managing risk at the firm level as well as ways to improve productivity and performance. The Center fosters the development of a community of faculty, visiting scholars and Ph.D. candidates whose research interests complement and support the mission of the Center. The Center works closely with industry executives and practitioners to ensure that its research is informed by the operating realities and competitive demands facing industry participants as they pursue competitive excellence. Copies of the working papers summarized here are available from the Center. If you would like to learn more about the Center or become a member of our research community, please let us know of your interest. Anthony M. Santomero Director The Working Paper Series is made possible by a generous grant from the Alfred P. Sloan Foundation Commercial Bank Risk Management: An Analysis of the Process 1 This Version: February 28, 1997 Abstract: Throughout the past year, on-site visits to financial service firms were conducted to review and evaluate their financial risk management systems...
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...CURRÍCULUM VITAE CAROLINA LUGO VARGAS Ingeniera Mecánica Correo electrónico: caluva_004@hotmail.com Fecha de nacimiento: 18 de marzo de 1981 FORMACIÓN ACADÉMICA: Ingeniera Mecánica egresada de la Facultad de Ingeniería de la Universidad Autónoma del Estado de México Inglés: TOEIC 760 ptos. CONOCIMIENTOS: • Instalaciones eléctricas • Compras • Supervisión de personal • Mercadotecnia • Ciencia de materiales (resistencias, densidad, propiedades físicas, clasificaciones, designaciones AISI - SAE) • Procesos de Manufactura • Administración Industrial • Administración de Proyectos • Dibujo ( Tolerancias dimensionales, de forma y posición; dibujo en computadora) • Metrología • Maquinas y herramientas • Procesos de inyección de plástico • Manejo de inventarios • Mantenimiento (preventivo y correctivo) • Hidráulica y Neumática RESUMEN DE HABILIDADES: Trabajo en equipo, líder situacional, buena comunicación, adaptación a cambios, toma de decisiones, creativa, analítica, facilidad de palabra, emprendedora, leal, ingeniosa, dinámica, activa, trabajo bajo presión, servicio al cliente, capacidad de negociación. OBJETIVOS LABORALES • Desarrollo profesional en las áreas de Calidad, Innovación de nuevos productos, Ventas, Compras, Mercadotecnia, Procesos o Administración con posibilidad de crecimiento en la empresa. • Disminución de desperdicios. •...
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...however other commercial banks are exposed to big challenge and face many risks like credit and liquidity risk. Given this situation, APRA outlines the regulations to ensure and consolidate the safety for Australian banking system, such as Liquidity and Credit quality. This report will analyse the difference between credit risk and liquidity risk at the beginning, then the regulations from APRA in terms of credit risk for the major and smaller banks will be discussed. Next, there will be 3 ratios of credit risk of the “big four” contrast to a major commercial bank in the UK. This report will be end with evaluating the credit risk of 5 major banks and give some findings are regarding with the credit risk of 5 banks. 1. Explain the difference between credit risk and liquidity risk for a bank. 1.1 Credit risk Credit risk is the risk that the promised cash flows from loans and securities held by FIs may not be paid in full (Lange & Saunders, 2013). Normally, all financial institutions have probability to face this risk. However, if borrowed principal is paid on maturity and interest payments are paid on the due date, FIs can eliminate credit risk. Additionally, credit risk can be subdivided into firm-specific credit risk and systematic credit risk. Firm-specific credit risk affects a particular company and can be eliminated by good diversification, while systematic credit risk involves macroeconomic. 1.2 Liquidity risk Liquidity risk is the risk that a sudden surge in...
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...Internship Report On Credit Risk Management: A Study On Sonali Bank Ltd. Supervised By: Shahidul Islam Lecturer Department of Marketing Comilla University Prepared By: Mahmudul Hasan ID – 0807031 Session- 2008-2009 3rd Batch Date: 20th January,2014 Department of Marketing Comilla University Table of Contents Contents Page no. Letter of Transmittal Letter of Authorization Acknowledge Executive Summery Chapter- 01 Introduction Background of the study Problem Statement Objective of the Study Chapter- 02 Literature Review Overview of Sonali Bank Ltd Overview of Credit Risk Management Literature Review: A Theoretical Framework Chapter- 03 Methodology Sources of Data Chapter- 04 Data Analysis & Findings Diagrammatic Analysis SWOT Analysis Findings Conclusions & Recommendations Internship Experiences References Letter of Transmittal 20th January, 2014 Shahidul Islam Lecturer Department of Marketing University of Comilla Sub: Submission of Internship Report entitled “Credit Risk Management : A Study On Sonali Bank Limited. Dear Sir, I am pleased to submit this internship report as you entitled me. I tried my best to present this internship report on Credit Risk Management: A Case Study On Sonali Bank Limited, Agrabad Corporate Branch, Chittagong, according to your...
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...Now, I will introduce the link between this article and the lecture topic of credit risk.At first, we need to know the definition of credit risk to help understanding the following information. Credit risk refers to the risk that a borrower will default on any type of debt by falling to make payments which it is obligated to do. (ppt) So, let’s consider what is the main reason that causes the troubles in Spain’s banks? Actually, it is the collapse of the real estate bubble that dragged the Spanish banks into the quagmire. So, what is real estate bubble? Real estate bubble is a type of economic bubble that occurs periodically in local or global real estate markets. It is characterized by rapidly increases in valuation of real property such as housing until they reach unsustainable levels and then decline. (ppt) What are the reasons behind the fact of the collapse of real estate bubble and what are the effects of that? First of all, the economic downturn is the catalyst of the real estate bubble burst. (ppt)The average annual growth of houses in Spain was about 10% from late 1997 to early 2008. In some years, the growth rate even reached 20%. Land prices rose by 5 times.(ppt: Spanish house prices) Due to the over optimistic estimate of real estate and banking industry, the Spanish banking sector took the real estate loans as the high quality credit. Up to 2009, real estate loans issued by Spanish financial industry have reached 445 billion euro dollars. However, after the global financial crisis...
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...ADEQUACY FRAMEWORK AND RISK MANAGEMENT IN BANKS GUEST LECTURE: MR. R M PATTANAIK EX GM- INDIAN OVERSEAS BANK CAPITAL ADEQUACY RATIO (CAR) Also known as Capital to Risk (Weighted) Assets Ratio (CRAR) is the ratio of a bank’s capital to its risk. National regulators track a bank's CAR to ensure that it can absorb a reasonable amount of loss and complies with statutory capital requirements. It is a measure of a bank's capital. It is expressed as a percentage of a bank's risk weighted credit exposures. This ratio is used to protect depositors and promote the stability and efficiency of financial systems around the world. Two types of capital are measured: tier one capital, which can absorb losses without a bank being required to cease trading, and tier two capital, which can absorb losses in the event of a winding-up and so provides a lesser degree of protection to depositors. CAR= Capital funds/ Total risk weighted assets (TRWA) WHAT IS RISK? Risk is the possibility of suffering a loss which is UNEXPECTED, UNFORSEEN and UNCERTAIN. Expected losses can be managed and covered by “Provisions” like Loan loss or NPA provisions, Provision for depreciation and investments etc. However, unexpected losses can be taken care by maintaining adequate capital. The capital acts as cushion or shock absorber for the bank in times of unforeseen losses. RISK MANAGEMENT Whatever activities you undertake there is a certain degree of risk associated with it. This risk however can be managed...
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...An internship report on “Credit risk management practices in Sonali Bank Ltd.” Executive Summary Sonali Bank Ltd. is the largest state owned commercial bank in Bangladesh with a total of 1203 branches. Total of 858 branch in rural and 343 branch in urban area. The functions of the bank covered a wide range of banking and functional activities to individual, firms, corporate bodies, Multinational agencies and the rural area. The bank provides more than 21 types of free services on behalf of the government of Bangladesh through its rural and urban branches as part of their commitment to society. Sonali bank Ltd. follows the rules and regulation prescribed by the Bangladesh bank. To manage credit risk, the Bank applies credit limits to its customers and obtains adequate collaterals. Credit risk in the Sonali Bank Ltd.'s portfolio is monitored, reviewed and analyzed by the Credit Risk Management (CRM). Sonali Bank Ltd. has established Asset-Liability Management Committee (ALCO) to determine the maximum risk exposure. Management is aware about guidelines of Bangladesh Bank and implemented new capital accord BASEL-II. Sonali Bank Ltd. constantly monitors, reviews and analyzes its credit portfolio to minimizing potential losses and ensuring efficient credit process. To manage the Non-Performing Loans (NPL), Sonali Bank Ltd. has a comprehensive remedial management policy, which includes a framework of controls to identify weak credits and monitoring of these accounts constantly...
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...INTERNSHIP REPORT ON CREDIT RISK MANAGEMENT OF DHAKA BANK LIMTED [pic] EXCELLENCE IN BANKING DEPARTMENT OF FINANCE & BANKING UNIVERSITY OF CHITTAGONG CHITTAGONG. CREDIT RISK MANAGEMENT OF Preface The banking sector of Bangladesh is dominated by commercial banks with huge debt burdens. Inefficiency in loan sanctioning, expansion of preferential loans, and poor classification and administration of loans has led to the slow recovery of credit extended by the banks. To restore efficiency and accountability in this sector, an effective credit risk management system is necessary. To manage credit risk efficiently Bangladesh Bank has provided a guideline for CRM. Besides, Basel Committee on Banking Supervision has set a guideline on Sound credit risk assessment and valuation for loan in order to encourage banking supervisors globally to promote sound practices for managing credit risk. This paper presents a comparative picture of credit risk management of Dhaka Bank Limited with Bangladesh Bank’s guidelines and Basel Committee for Banking Supervision’s (BCBS) guideline regarding Credit Risk Management. This report also provides an overview of the Credit Risk Management of DBL. In this report DBL’s credit risk management system is analyzed into three sections. First of all the policy guidelines have been analyzed and compared with Bangladesh bank’s guideline. After that the organizational structure & responsibilities have been analyzed...
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...Practice in Risk Management in Banks A Two-day Practical Workshop The Workshop Objective: Bank managers will understand how risks are identified, quantified in terms of their impact on earnings, monitored and managed within banks. Program participants will become better equipped to: • • • Identify and quantify the bank’s vulnerability to credit, market, liquidity, operational, regulatory and reputational risks. Understand and learn best practice procedures to monitor and manage these risks and their impact on revenues. Relate these risks to bank capital. CONTENT I. ANALYTIC OVERVIEW Overview • Why risk management is critical to banks • Value drivers and business model of a bank. • Understanding differing perspectives: shareholders, regulators, and debt providers. Risk management • Major risk groups: credit, market, liquidity, operational. • Management objectives – risk versus return. • Lessons learned from recent risk management failures: sub-prime, CLOs, leveraged loans, trading losses and etc. Capital allocation • Types of capital: shareholder, regulatory and economic capital. • Economic capital: key management assumptions. • Regulatory capital Basel 1 versus Basel 2. • Managing capital structures: comparisons between banks. II. CREDIT RISK Identifying and quantifying the risk • Seven categories of credit risk: lending, contingent, issuer, pre-settlement, settlement, country/transfer, other. • Systems and procedures for quantifying and aggregating exposures. • • Bank rating models:...
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