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
Showing 1–5 of 5 · filtered from 100Clear filters
- 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?PIMCOLondon · 2022
- 015A Rs 1,500 crore credit fund holds 9% in bonds of one issuer, which is downgraded from AA to BB and falls 25%. What happens to NAV, why do early redeemers gain at the expense of those who stay, and how does side-pocketing work?Fixed incomeMutual funds
- 025A packaging company's loan has a net leverage covenant of 3.5 times. EBITDA is Rs 80 crore and net debt Rs 240 crore. If EBITDA falls 15%, is the covenant breached, and what equity cure would fix it?Private creditFixed income
- 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.NuveenChicago · 2025
- 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?Wellington ManagementLondon · 2021
Company names and figures are illustrative.