Risk Management case studies, worked step by step

Cases
100
Traced to a firm
19
Topics
13
Hard
30
Topic
All topicsCapital and regulation8Corporate credit and ratings10Counterparty risk and CVA7Hedging a book8Investment and portfolio risk8Liquidity risk and ALM8Market risk limits and VaR7Model risk and validation8Operational risk and loss events8Project and real asset finance7Retail and portfolio credit8Stress testing and scenarios7Structured finance and securitisation6
Level
AnyWarm upCoreHard
Source
AnyReported at a firmStandard
Showing 1–2 of 2 · filtered from 100Clear filters
  1. 042An asset manager wants to hedge a high-beta equity portfolio with index futures. Size the hedge, then show what happens when the index falls 8% and the portfolio falls 12%.Hedging a bookWarm upAsset manager risk
  2. 079A sugar mill has sold 60% of its output forward, and the spot price then falls 20%. Compute revenue with and without the hedge, and explain what the lender gains from the hedging policy.Hedging a bookWarm upBank credit riskNBFC credit risk

Company names and figures are illustrative.