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
Showing 1–4 of 4 · filtered from 100Clear filters
- 006A payments bank's outgoing payments leave in the morning and its receipts arrive in the afternoon. It ends every day in surplus. Map its intraday position, find the peak shortfall and fix it.Treasury and ALMOperational risk
- 031A finance company funds three-year loans partly with three-month commercial paper. The market freezes just as a large tranche matures. Size the funding gap and rank the options.NBFC credit riskTreasury and ALM
- 069A dealer's derivatives carry rating triggers requiring Rs 300 crore of extra collateral on a one-notch downgrade and a further Rs 500 crore on a second notch. It holds Rs 900 crore of unencumbered liquid assets and expects Rs 250 crore of stressed margin outflows. What is the headroom after a two-notch downgrade, and what limits would you set?Treasury and ALMCounterparty risk
- 081A small finance bank's maturity ladder shows negative gaps of Rs 300 crore and Rs 250 crore in the first two weeks, against a Rs 400 crore tolerance on the cumulative negative gap within 14 days. Find the breach and propose fixes.Treasury and ALM
Company names and figures are illustrative.