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
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–2 of 2 · filtered from 100Clear filters
  1. 059A bank discovers that a trader hid losses that grew from Rs 50 crore to Rs 900 crore over eighteen months using fictitious offsetting trades, while reporting steady profits. From the incident file, identify the control failures, show how the loss grew and present what should change.Operational risk and loss eventsHardSchrodersNew York · 2020
  2. 084A bank's branches sold insurance-linked savings plans to elderly fixed deposit customers, and 4,000 complaints have arrived. Estimate the remediation cost, add an illustrative penalty, and trace the root cause.Operational risk and loss eventsHardOperational riskBig Four risk advisory

Company names and figures are illustrative.