August/Fall 2012

Master of Business Administration - MBA Semester 4 Subject Code MF0016 Subject Name Treasury Management 4 Credits
(Book ID: B1311)

Assignment Set- 1 (60 Marks)

Note: Each question carries 10 Marks. Answer all the questions.

Q.1 Explain how organization structure of commercial bank treasury facilitates in handling [10 Marks]

various treasury operations.

Q.2

Bring out in a table format the features of certificate of deposits and commercial [10 marks]

papers. Q.3 Q.4 CAC? Q.5 Q.6 Detail domestic and international cash management system Distinguish between CRR and SLR

Critically evaluate participatory notes. Detail the regulatory aspects on it. [10 Marks] What is capital account convertibility? What are the implications on implementing [10 Marks] [10 Marks] [10 Marks]

August/Fall 2012

Master of Business Administration - MBA Semester 4 Subject Code MF0016 Subject Name Treasury Management 4 Credits
(Book ID: B1311)

Assignment Set- 2(60 Marks)

Note: Each question carries 10 Marks. Answer all the questions.

Q.1 Q.2 Q.3 Q.4 Q.5 Q.6 Explain any two major risks associated with banking organization. [10Marks] What is liquidity gap and detail the assumptions of it? Explain loanable fund theory and liquidity preference theory Explain various sources of interest rate risk [10 Marks] [10 Marks] [10 Marks]

Detail Foreign exchange risk management and control procedure [10 Marks] Describe the three approaches to determine VaR [10 Marks]