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. 003An exporter wants a one-year forward to sell USD 25 million, and its credit line with the bank is Rs 10 crore. The forward is worth nothing today. Does it fit the line, and if not, how would you make it fit?Counterparty risk and CVAWarm upCounterparty riskBank credit risk
  2. 028A bank pays the rupee leg of an FX trade in the morning and the dollars are due in the evening. The counterparty is shut by its regulator in the afternoon. What was the exposure, what is the risk called, and what would have removed it?Counterparty risk and CVAWarm upCounterparty riskOperational risk

Company names and figures are illustrative.