Portfolio Management case studies, worked step by step

Cases
100
Traced to a firm
50
Topics
13
Hard
30
Topic
All topicsStock pitch and thesis defence11Fixed income, credit and LDI11Strategic and tactical allocation7Factor investing and quant6Company analysis and valuation7Performance evaluation and manager selection7Client mandates and IPS8Risk management and limit breaches8Rebalancing, implementation and costs7Real assets and private markets8Portfolio construction and optimisation7Macro and multi-asset scenarios7Asset management business and products6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–3 of 3 · filtered from 100Clear filters
  1. 002A bond fund holds Rs 800 crore of government bonds at a modified duration of 6.5 and wants 4.0. One bond futures contract has a DV01 of Rs 1,400. How many contracts does it sell?Fixed income, credit and LDICorePIMCOLondon · 2022
  2. 039A hotel chain's five-year senior secured bond yields 11.5%. It has EBITDA of Rs 90 crore, net debt of Rs 405 crore (4.5 times), interest cover of 2.1 times, and 60% of its debt matures in year three. Identify every relevant risk and decide whether to invest.Fixed income, credit and LDICoreNuveenChicago · 2025
  3. 084Should a debt fund buy five-year AA-rated NBFC bonds at 220 basis points over government bonds? How do you decide whether a class of corporate bonds is worth owning?Fixed income, credit and LDICoreWellington ManagementLondon · 2021

Company names and figures are illustrative.