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Agricultural Machinery Credit Cooperative (AMCC)

C/M/1210. Risk Management at Bank of Construction and Agricultural Machinery Credit Cooperative

WORDS:
2800
DATE:
2009
PRICE:
29.99 GBP

The paper looks at different types of risk focusing on risk adjusted return on capital (RAROC ). Statistical analysis of different types of risk is conducted for the Bank of Construction (BOC) and Agricultural Machinery Credit Cooperative (AMCC). The types of risk include credit risks, operational risks and market risks. The paper uses quantitative methods of research and consists of calculations and comments on the total risk (economic capital) for each of the three main risks as well as total Enterprise Economic Capital.

 

KEYWORDS: RAROC, Economic Capital, Credit Risk, Operational Risk, Market Risk, Bank of Construction, Agricultural Machinery Credit Cooperative,

 
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