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. 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. 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.