Market Risk Management at ABN AMRO

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This case study was compiled from published sources, and is intended to be used as a basis for class discussion. It is not intended to illustrate either effective or ineffective handling of a management situation. Nor is it a primary information source.

Case Details:


Case Code : FINA022 For delivery in electronic format: Rs. 300;
For delivery through courier (within India): Rs. 300 + Rs. 25 for Shipping & Handling Charges


Market risk management
Case Length : 10 Pages
Period : -
Pub. Date : 2005
Teaching Note : Not Available
Organization : -
Industry : Banking & Financial Services
Countries : Netherlands


Holland's leading bank, ABN AMRO operates more than 800 offices at home and another 2,600 in 75 other countries.

In the US, ABN AMRO owns Chicago-based LaSalle Bank and Standard Federal Bank, one of Michigan's largest banks.

The bank faces many risks on account of market fluctuations. ABN AMRO's goal is to identify and analyze risks at an early stage.

The case discusses in detail how market risk is being managed at ABN AMRO.


  Page No.
Introduction 1
Market Risk Management 1
Asset and Liability Management 2


ABN AMRO, Market Risks at ABN AMRO, Holland's Leading Bank, Netherlands' largest financial firm, Value at risk, Stress test scenarios, Asset & Liability Management at ABN AMRO, Interest rate risks at ABN AMRO, Currency risks at ABN AMRO and Liquidity risks at ABN AMRO

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