Module-I: Functions, Regulation, Financial Statements and Performance
Week 1 :•Functions and Forms of Commercial Banking
•Regulations of Commercial Banking
•Banks’ Financial Statements
Week 2 :
• Profitability Measures • Efficiency Measures • Stability Measures • Liquidity Measures • Loan Quality Measures
Module-II: Valuation of Securities and Commercial Bank Risk
Week 3 :
• Pricing of Bank Stocks • Pricing of Fixed Income Securities of Commercial Banks
Week 4 :
•Risk management process
•Risk types: Credit risk, Market risk, Operational risk, Liquidity risk, Solvency risk, Legal risk
•Risk measures
Module-III: Asset-Liability Management (ALM): Management of Interest Rate Risk
Week 5 :
• Static Gap Analysis
• Earnings sensitivity analysis
• Duration Gap analysis
• Economic value of equity sensitivity analysis
Week 6 :
•Use of Futures, Options, Swaps and Other Hedging Tools in ALM
•Risk management using Asset-Backed Securities and Credit Derivatives
Module-IV: Management of Lending Activities of Commercial Banks
• Lending Functions • Loan Policy Week 8 :
Week 7 :
• Loan Pricing
• Credit Evaluation Process for Industrial and Retail Loans
Module-V: Managing Investment Portfolios and Liquidity of Commercial Banks
Week 9 :
• Investment Alternatives • Evaluation of Investment Risk • Investment Strategy Week 10 : • Estimation of Liquidity Needs • Funds Management of Liquidity • Optimum Bank Liquidity
Module-VI: Management of Liabilities, Capital and Off-Balance Sheet Activities of Commercial Banks
Week 11 :
•Management of Deposits and other liabilities
•Role of Bank Capital
•Capital Adequacy
•Capital Standards
• Financial Guarantee • Derivatives • Trade Finance • Foreign Exchange
Week 12 :
