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. 023You are rating an airport's debt. Compute its debt service cover, stress traffic down 30%, and say what else you would examine before assigning a rating.Project and real asset financeHardMoody'sNew York · 2018
  2. 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

Company names and figures are illustrative.