During our case, you will experience what it’s like to be a consultant in Financial Risk Management at Zanders! As a group, you are asked to help a bank maximise its return on additional funding, given the bank’s room for additional credit risk. You will be given several proposals of possible portfolios to invest in, which are put forward by the Asset Management department. The bank is subject to regulatory capital requirements, so it is crucial to align the investments with the bank’s capital ratio requirements. Throughout the case, your consultancy skills will be tested, as you will have to speak to several bank representatives to gather and comprehend the essential information required for your decision-making process!
This case will be presented in English and is open for Ba3 and higher.