5 Herstatt Risk And Collapse Of Herstatt Bank

HERSTATT RISK AND COLLAPSE OF HERSTATT BANK PRESENATATION BY GROUP V

GROUP MEMBERS ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

AGENDA OF PRESENTATION ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

BRIEF HISTORY OF HERSTATT BANK ,[object Object],[object Object],[object Object],[object Object]

BACKGROUND OF THE COLLAPSE ,[object Object],[object Object],[object Object]

BACKGROUND OF THE COLLAPSE ,[object Object],[object Object]

CAUSE OF THE CRISIS ,[object Object],[object Object],[object Object]

RESOLUTION OF THE CRISIS ,[object Object]

RESPONSE OF THE REGULATOR ,[object Object],[object Object],[object Object],[object Object]

WHAT IS A HERSTATT RISK? ,[object Object],[object Object]

IS HERSTATT RISK THE REASON FOR COLLAPSE OF HERSTATT BANK? ,[object Object],[object Object],[object Object]

WHAT IS SETTLEMENT RISK? ,[object Object]

RELATION BETWEEN HERSTATT AND SETTLEMENT RISK ,[object Object],[object Object],[object Object]

CALCULATION OF HERSTATT RISK ,[object Object],[object Object]

CALCULATING THE PROBABILITY OF HERSTATT RISK P(n) = 1- (1-a) n P(TŇ) = 1 – (1-a) TŇ When T->∞, P(TŇ)->1

MITIGATION OF HERSTATT RISK ,[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object],[object Object],[object Object]

[object Object],[object Object]

MANAGING RISK REQUIRES FORESIGHT!!!!

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