Credit Risk Management at ABN AMRO
| Case Code: FINA021 Case Length: 15 Pages Period: - Pub Date: 2005 Teaching Note: Not Available |
Price: Rs.300 Organization: - Industry: Banking & Financial Services Countries:Netherlands Themes: Credit Risk Management |
Abstract Case Intro 1 Excerpts
Excerpts
Global Strategic Business Units
Each of ABN's Strategic Business Units (SBUs) was responsible for managing a distinct client segment or product segment, while also sharing expertise and operational excellence across the Group...
Risk Framework
ABN's comprehensive risk management framework aimed at combining centralized policy setting with broad oversight, supported by risk execution and monitoring in the Group's network...
Risk Governance
The Managing Board established the strategic risk philosophy and policies for ABN under the oversight of the Supervisory Board. Responsibility for the overall implementation of risk policy lay with the CFO, who was a member of the Managing Board...
Organization of Group Asset and Liability Management
ABN had established an Asset and Liability Committee (ALCO) structure mirroring the bank's organization. Under this structure there was a Group ALCO at Group level and an ALCO in its client-facing business units, each responsible for managing the Asset and Liability Management (ALM) process in its own particular area of interest...
Organization of Group Risk Management
The Group Risk Committee (GRC), whose voting members were drawn mainly from GRM, was the most senior committee on policy and exposure approval for credit, country and market risk...
Risk Management and Internal Controls
Despite the creation of the formal GRM organization, ABN viewed more broadly as the responsibility of all departments in the bank. So risk was taken into account from the inception of a transaction through to its completion...
Exhibits
Exhibit 1: Revenues in 2004 per SBU in % Exhibit 2: Total Revenue Exhibit 3: Financial Highlights Exhibit 4: Risk Governance Organizational Structure Exhibit 5: Total Loans Analyzed by SBU Breakdown Exhibit 6: Provisioning as a % of Average Risk-Weighted Assets Exhibit 7: Non-Performing Loans Exhibit 8: C&CC – Total Private Sector Loans by Business Unit Exhibit 9: Specific Provisioning by SBU Exhibit 10: Cross-Border Risk Exposures Exhibit 11: Sovereign Risk Exposures
Buy this case study (Please select any one of the payment options)
| Price: Rs.300 |
Price: Rs.300 | PayPal (7 USD) |
