• What is Balance Sheet?
• Components of a Bank’s Balance Sheet
• What is Asset Liability Management?
• Significance of Asset Liability Management
• Purpose and Objectives of Asset Liability Management
• Asset Liability Management as Co-ordinated Balance Sheet Management
• Capital Adequacy Basel Norms
• Basel Pillar 1 Minimum Capital Requirements
• Basel Pillar 2 Supervisory Review Process
• Basel Pillar 3 Market Discipline
• Asset Classification
• Provisioning Norms
• Liquidity Management
• Dimensions and Role of Liquidity Risk Management
• Measuring and Managing Liquidity Risk
• What is Interest Rate Risk
• Sources of Interest Rate Risk
• Effects of Interest Rate Risk
• Measurement of Interest Rate Risk
• Interest Rate Risk Measurement Techniques
• Strategies for Controlling Interest Rate Risk
• Controls and Supervision of Interest Rate Risk Management
• Sound Interest Rate Risk Management Practices
• RBI’s Draft Guidelines on Interest Rate Risk in Banking Book
• What is RAROC?
• Profit Planning
• Risk Aggregation and Capital Allocation
• Economic Capital and RAROC