Dresdner Bank: Incorporating Risk into Corporate Strategy

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Case Details:

Case Code : BSTA098
Case Length : 15 Pages
Period : 2004
Organization : Dresdner Bank
Pub Date : 2004
Teaching Note :Not Available
Countries : Germany
Industry : Banking

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This case study was compiled from published sources, and is intended to be used as a basis for class discussion. It is not intended to illustrate either effective or ineffective handling of a management situation. Nor is it a primary information source.

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Excerpts

Organization Structure, Systems and Processes

Monitoring of risks was implemented as a joint effort between the divisions' Risk Management functions and the independent Group Risk Control function on the basis of the risk policy guidelines set out by the Board of Managing Directors...

Business Strategy | Case Study in Management, Operations, Strategies, Business Strategy, Case Studies

Basel II

Regulatory requirements strongly influenced Dresdner's risk policy. The revised version of the Basel Capital Accord (Basel II) entailed a major overhaul of the existing regulations governing capital adequacy in the case of credit risks...

Credit and Counterparty Risks

Dresdner defined credit and counterparty risk as the potential loss resulting from the default of a business partner, or write-downs resulting from an unforeseen deterioration in creditworthiness...

Portfolio Overview

Rating classes I to VI (i.e. investment-grade loans) accounted for around 70% of the total exposure. The volume of the total portfolio was largely determined by Dresdner's trading activities. The most important transactions in that area (with the public sector and banks/financial service providers) had substantially lower default probabilities...

Loan Loss Allowances and Provisions for Credit Risks

Loan loss allowances comprised specific loan loss allowances, general loan loss allowances and country risk allowances. Specific loan loss allowances were set up for risks arising from loans identified and quantified during the fiscal year...

Market Risks

Dresdner used the value-at-risk (VAR) method to measure the market risk in the bank's global trading business. VAR was defined as the statistically determined potential loss that might occur in a trading portfolio...

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