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CA Final · Advanced Financial Management

Financial Policy & Corporate Strategy / Risk Management

Chapter 1 · 3 formulas · 4 exam-critical pointers

Core concepts

  1. 01Financial policy aligned with corporate strategy (growth, profitability, market position).
  2. 02Risk types: business, financial, operational, market, credit, liquidity, country.
  3. 03Risk management process: identify → assess → mitigate → monitor.
  4. 04Tools: hedging (forward, futures, options, swaps), insurance, diversification.
  5. 05VaR (Value at Risk): max expected loss at given confidence level over time horizon.

Flowchart

Enterprise Risk Management | Strategic <-> Financial Policy | Risk Types: Market, Credit, Liquidity, Operational | Tools: Hedging | Insurance | Diversification | Monitor (KRIs, dashboards)

Exam-critical pointers

  • VaR limitations: assumes normal distribution; doesn't capture tail (use Expected Shortfall).
  • COSO ERM framework — integrated approach with strategy, performance.
  • Hedge ratio = correlation × (σ_spot / σ_futures).
  • Distinguish hedging from speculation — intent and offset position.

Make it click