Karnataka State Open University (KSOU) 2010 M.B.A Third Semester - Credit Risk & its Modelling - Question Paper
Illlllllllllllllll MFE 34
III Semester M.B.A. (FE) Examination, June/July 2010 CREDIT RISK AND ITS MODELLING (OS)
Time : 3 Hours Max. Marks : 80
SECTION - A
Answer the following. Each carries two marks. (2x5=10)
1. a) What is unsystematic risk ?
b) What is credit list ?
c) Define CDS.
d) What do you mean by Risk retention ?
e) Define securitization.
SECTION - B
Answer any five questions. Each carries seven marks. (7x5=35)
2. Write a note on underwriting.
3. What is the importance of credit strategy ?
4. Describe various types of defaults.
5. List the limitations to the proposed evaluation methodology.
6. What are the types of credit risk modeling ?
7. What are the uses of trade credit insurance ?
8. What is the structure of credit derivative ?
9. Explain factor models.
10. Explain default correlation.
11. Describe credit risk management framework.
12. Explain credit management.
SECTION - D
Answer any one, carrying fifteen marks. (1x15=15)
13. Explain the credit risk and market risk management at ABN - AMRO.
14. Define Buffer management and explain theory of constraints.
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