Debt Capital Markets case studies, worked step by step

Cases
100
Traced to a firm
34
Topics
12
Hard
30
Topic
All topicsPrivate credit and direct lending8Debt capacity and loan structuring9Bond issuance and execution9Credit analysis and ratings12Asset-backed, project and real-asset lending8Structured finance and securitisation9Leveraged finance and LBO financing11Capital structure decisions6Rates and hedging8Liability management and refinancing8Indian debt market execution5Restructuring and recoveries7
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–3 of 3 · filtered from 100Clear filters
  1. 012Ekavira Malls buys a three-year 9% interest rate cap on Rs 500 crore of floating debt for a 1% upfront premium. If the benchmark goes to 10.5% for a year, what does the cap pay, and at what rate does it break even?Rates and hedgingWarm upCorporate banking
  2. 035Sitanshu Pharma has a USD 100 million five-year loan and earns mostly in rupees. The rupee weakens 8%. What does that cost unhedged, and how does it compare with a hedge costing 2.5% a year?Rates and hedgingWarm upCorporate bankingSyndicate desks
  3. 098A bank holds Rs 5,000 crore of government bonds with a modified duration of 5 in a mark-to-market book. Yields rise 60 basis points. What is the loss, and what does it do to a Rs 800 crore capital buffer?Rates and hedgingWarm upRisk managementFixed income asset management

Company names and figures are illustrative.