Risk Management Analysis in Banking Industry

Abstract

This thesis's research goal is to pick three eurozone banks to analyze bank risk management, including credit risk, market risk, liquidity risk, and operational risk. The goal of this thesis is to investigate the influence of COVID-19 on bank operations by comparing the risk management of three banks using ratio analysis and data envelopment model analysis methodologies. Finally, based on the results of the analysis, a conclusion is reached and a bank risk management recommendation is made.

This thesis's research goal is to pick three eurozone banks to analyze bank risk management, including credit risk, market risk, liquidity risk, and operational risk. The goal of this thesis is to investigate the influence of COVID-19 on bank operations by comparing the risk management of three banks using ratio analysis and data envelopment model analysis methodologies. Finally, based on the results of the analysis, a conclusion is reached and a bank risk management recommendation is made.