Karnataka State Open University (KSOU) 2010 M.B.A Third Semester - Financial Risk Measurement & Management - Question Paper
Illlllllllllllllll MFE 31
III Semester M.B.A. (F.E.) Examination, June/July 2010 (O.S.) FINANCIAL RISK MEASUREMENT AND MANAGEMENT
Time : 3 Hours Max. Marks : 80
SECTION - A
Answer the following. Each carries two marks. (2x5=10)
1. a) What is political risk ?
b) Define VAR.
c) State various derivatives instrument.
d) Define Hedging.
e) What is dividend yield ?
SECTION - B
Answer any five questions. Each carries seven marks. (5x7=35)
2. Explain Modern Portfolio Theory.
3. Write a note on passive and the active risk.
4. Describe various dividend policies.
5. What are the various processes and actions involved in ORM expansion process ?
6. Define risk and its types.
7. Give an overview of operational risk management.
8. What does value at risk measure ?
9. Explain risk metrics contribution. Compare various approaches.
10. Explain the risks in treasury management.
11. Explain dividend decision.
12. Explain optimal capital structure.
SECTION - D
Answer any one, carrying fifteen marks. (1x15=15)
13. Discuss the capital asset pricing model.
14. Explain various types of credit risk. How do you calculate interest rate risk ?
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