Abstract

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.

Learning Objectives

The case is structured to achieve the following Learning Objectives:

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Keywords

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