List of Activities
(a) To make a student committee to work on following issues of Law and Financial Risk by conducting seminars/symposia/workshops/conference/research/publication:
- Assessment of project viability risk as conceived in SEBI regulations on project-financing by non-bank financial institutions.
- Determination of rate of return to be given to investors and estimation of risk factors embedded in the bonds issued for project financing purpose as per SEBI’s debt-regulations.
- Assessment of risk for project-investors as conceived in SEBI’s Magelam Committee Report.
- Calculation and comparison of costs of alternative modes of project finance as per SEBI’s Magelam Committee Report.
- Absence of SEBI-guidelines on bankruptcy risk of originator of securitized projects.
- Absence of SEBI-guidelines on counterparty risk in market borrowing by mutual funds as trusts of securitized projects.
- SEBI’s prohibition on investment by Mutual Funds in securities backed by real assets of projects.
- Risk to a SEBI-registered foreign investor in infrastructure project.
- Identification and implications of risk factors in public-private-partnership projects.
- Foreign exchange risk to project-promoter in external commercial borrowing in line with SEBI regulations.
- Interface between RBI and SEBI regarding mutual funds established by banks Ref: RBI’s Master Circular – Prudential norms for classification, valuation and operation of investment portfolio by banks, Section 1.1. (iii).
- Mathematical Models of Quantification of Risk for calculation of capital of a registered business entity, Ref: SEBI’s Model Bye-law No. 10.
- Interface between RBI and FEMA regarding overseas investment by banks.
- SEBI rule for banks regarding a bank’s trading in corporate bonds in stock exchange ; Ref: RBI’s Master Circular – Prudential norms for classification, valuation and operation of investment portfolio by banks, Section 1.2.21
- Interface between RBI and SEBI regarding separation of investment portfolios of a bank and its subsidiary, Ref: RBI’s Master Circular – Prudential norms for classification, valuation and operation of investment portfolio by banks, Section 1.3.3. (v).
- RBI-FEMA interface regarding foreign deposits in Indian banks, opening foreign branch of Indian banks, foreign exchange derivative contracts and foreign exchange management by insurers.
- Quantification of counterparty risk and market risk in infrastructure bonds eligible for investment up to 20,000 INR for tax saving purpose under income tax law.
- Quantification of counterparty risk and market risk in equity linked savings scheme (ELSS) eligible for investment up to 100,000 INR for tax saving purpose under income tax law.
- Quantification of default risk in different kinds of loan contracts and the changes required in SRAFAESI Act.
- Quantification of market risk in unit linked insurance policies.
(b) To guide/supervise two PhD scholars/fellows in the full time residential PhD Programme of NLUJ in the specific area of “Risk Management and Derivatives”. The scholars/fellows will work on above issues. Their fellowships and other research facilities are to be sponsored by banks/financial-institutions/industries/Ministries.
The CRMD likes to thank all members of CRMD Students Committee and all members of the Managerial Board of CRMD Business Times and all members of the Editorial Board of CRMD Business Times for their participation for the academic year 2014-15. The Committees and Boards for the academic year 2015-16 would be constituted for specific purposes only. For details mail to <email@example.com>
CRMD Business Times October 2015
CRMD Business Times
CRMD Journal on Economic and Financial Crisis 1(1)
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Centre of Risk Management and Derivatives