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Risk Exposure and Risk Management at Kor...

Allayannis, George...

Case

Risk Exposure and Risk Management at Korea First Bank

Allayannis, George (Yiorgos)

F-1386 | Published May 13, 2002 | 24 pages Case

Collection: Darden School of Business

Product Details

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.

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