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 1–3 of 3 · filtered from 100Clear filters
  1. 018A trust with a portfolio already 70% in Indian equities asks how to allocate a new Rs 100 crore mandate across an equity fund, a credit fund and a multi-strategy fund. Show how the answer changes when you judge the whole portfolio rather than the mandate alone.Investment and portfolio riskHardMSCIAnonymous interview candidate in · 2013
  2. 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
  3. 043An underfunded pension fund must close its gap in ten years without risking a large loss in any one year. Set the return target and find the equity share that meets it inside the loss limit.Investment and portfolio riskHardMSCIRemote · 2013

Company names and figures are illustrative.