Solved Case Analysis: Risk Exposure and Risk Management at Korea First Bank by George Yiorgos Allayannis

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Description

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.

Publishing Authority:

Darden Business Publishing – University of Virginia

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