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Abstract

This case is ideal for analyzing the currency, liquidity, operating, interest-rate and other types of risk that a bank faces, especially a bank in emerging markets as it was hit during the Asian crisis of 1997. The students can also learn and apply the KMV model to estimate bankruptcy risk.
Supplementary software
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Reference no. UVA-F-1386X
Subject category: Finance, Accounting and Control
Authors: Yiorgos (George) Allayannis (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2008
Version: 15 December 2017
Format: .xls
Topics: Banking; Risk management
View full details

About

Abstract

This case is ideal for analyzing the currency, liquidity, operating, interest-rate and other types of risk that a bank faces, especially a bank in emerging markets as it was hit during the Asian crisis of 1997. The students can also learn and apply the KMV model to estimate bankruptcy risk.

Related

Supplementary software
-
Reference no. UVA-F-1386X
Subject category: Finance, Accounting and Control
Authors: Yiorgos (George) Allayannis (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2008
Version: 15 December 2017
Format: .xls
Topics: Banking; Risk management
View full details