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 1–8 of 8 · filtered from 100Clear filters
  1. 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 risk and loss eventsCoreOperational riskModel validation
  2. 022A company's finance team wires Rs 18 crore to a fraudster after an email that appeared to come from its CEO, and the bank recovers 30%. What is the loss, and which controls would each have stopped it?Operational risk and loss eventsWarm upOperational risk
  3. 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 risk and loss eventsCoreOperational riskBank market risk
  4. 046A bank's outsourced core banking platform goes down for nine hours on salary day. Compute the direct loss, explain why it understates the damage, and set out the outsourcing controls the bank should have had.Operational risk and loss eventsWarm upOperational riskTreasury and ALM
  5. 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
  6. 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 risk and loss eventsCoreOperational riskTreasury and ALM
  7. 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
  8. 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 risk and loss eventsCoreOperational riskNBFC credit risk

Company names and figures are illustrative.