About this document

Introduction to Banking and Finance by Riri Fahrani is a document available to read on EtoBox.

This document provides an overview of risk management in banking. It discusses the key risks banks face, including market risk, liquidity risk, credit risk, operational risk, and systemic risk. It then describes some of the tools banks use to manage risk, including value at risk (VAR) models. VAR sets limits on how much exposure traders can take based on historical market movements. However, VAR has weaknesses in underestimating extreme "tail risks" and correlated market moves, as shown during the global fi

Author

Riri Fahrani

Language

EN