Risk Management case studies, worked step by step
- Cases
- 100
- Traced to a firm
- 19
- Topics
- 13
- Hard
- 30
Topic
All topicsCapital and regulation8Corporate credit and ratings10Counterparty risk and CVA7Hedging a book8Investment and portfolio risk8Liquidity risk and ALM8Market risk limits and VaR7Model risk and validation8Operational risk and loss events8Project and real asset finance7Retail and portfolio credit8Stress testing and scenarios7Structured finance and securitisation6
Showing 1–4 of 4 · filtered from 100Clear filters
- 009An insurer runs a scenario workshop for a data breach affecting 20 lakh customer records. Build the 1-in-25-year and 1-in-100-year loss estimates and say what the workshop should challenge.Operational riskModel validation
- 034A dealer keys a sell order for 10 lakh shares instead of 1,000. Half fills before it is cancelled and the firm buys the shares back higher. Compute the loss and name the controls that would have blocked the order.Operational riskBank market risk
- 072A bank's unreconciled nostro items older than 30 days have risen from 12 to 45 in three months and now total Rs 60 crore. What does the trend signal, what amber and red thresholds would you set, and who must be told?Operational riskTreasury and ALM
- 096Ransomware takes a lender's systems down for three days. It normally collects Rs 40 crore a day, pays out Rs 35 crore a day and holds Rs 60 crore of cash. Compute the liquidity squeeze and set out the recovery and resilience measures that matter most.Operational riskNBFC credit risk
Company names and figures are illustrative.