Case Studies

A risk management case study aims to identify, analyze, and evaluate real-world scenarios where banks faced financial, credit, market, or operational risks, deriving lessons to strengthen risk frameworks and regulatory compliance.

Tail risk refers to rare but severe loss events beyond normal VaR estimates.

Barings Bank collapsed due to unauthorized speculative trading by a single rogue trader, Nick Leeson, exposing critical failures in internal controls, segregation of duties, and oversight — a classic operational risk event under Basel framework.

Wrong-way risk occurs when exposure increases as counterparty credit quality deteriorates.