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 1–10 of 10 · filtered from 100Clear filters
  1. 011You are given a lender's personal loan data by score band. Compute default rates, check that the score ranks risk, and set an approval cut-off from what a good loan earns and a bad loan loses.Retail and portfolio creditCoreJane StreetLondon · 2025
  2. 013A vehicle loan pool is securitised into a senior tranche, a subordinated tranche and cash collateral. How would you evaluate the senior tranche's credit risk?Structured finance and securitisationCoreMoody'sNew York · 2024
  3. 027A mid-sized manufacturer shows healthy EBITDA but heavy capex and a working capital build. Compute leverage, interest cover and free cash flow, and give a credit view.Corporate credit and ratingsCoreS&P GlobalChicago · 2022
  4. 030An enhanced index fund with a 2% tracking error budget wants three stock overweights and a sector tilt. Compute the tracking error and check it against the budget.Investment and portfolio riskCoreMSCIMonterrey · 2013
  5. 035A business park is valued at an 8% cap rate with a 65% loan-to-value covenant. Rates rise and the cap rate moves to 9.5%. What happens to value and LTV, what paydown cures the breach, and what if rents fall too?Project and real asset financeCoreMSCIMumbai · 2015
  6. 040A fast-growing software company gets most of its revenue from five clients. Assess its competitive advantage and barriers to entry, and test whether its growth survives the loss of its largest client.Corporate credit and ratingsCoreMorningstarAnonymous interview candidate in · 2023
  7. 050A cement company needs Rs 1,500 crore for a new plant and can fund it with debt, new equity, or its own cash plus debt. Compare leverage and liquidity under each, and say which mix a lender should prefer.Corporate credit and ratingsCoreMoody'sNew York · 2022
  8. 052A freight company's ratios support a solid rating, but its top client is 45% of revenue, promoters have pledged 30% of their shares, one of six directors is independent and it has changed auditors three times in five years. How do you assess it qualitatively, and how far should that cap the rating?Corporate credit and ratingsCoreMoody'sDallas · 2026
  9. 077You are lead analyst meeting the CFO of a consumer products company with high fixed costs, a one-time charge and a large debt maturity next year. What do you ask, and what does a 10% revenue fall do to operating profit?Corporate credit and ratingsCoreMoody'sNew York · 2018
  10. 086A housing finance company's mortgage book rolls 3% from current to 30 days, 25% from 30 to 60 and 40% from 60 to 90 days each month. Build a roll-rate delinquency model and say which borrower factors you would add to make it predictive.Retail and portfolio creditCoreNeuberger BermanChicago · 2024

Company names and figures are illustrative.