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  • Authors: Varma, Jayanth R.

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  1. Hedging Cross Border Commodity Price Risk

    Authors: Varma, Jayanth R.;

    Reference No: F&A0509 Pages: 5 Published on: 24, July, 2013

    Abstract: The case is about an Indian company hedging soya oil price risk in the US futures market instead of in the Indian market to take advantage of better liquidity and wider choice of hedging instruments there. A stable long run relationship (cointegration) between the two markets appeared to make the ... More

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  2. Two Curve Discounting

    Authors: Varma, Jayanth R.;

    Reference No: F&A0507TEC Pages: 14 Published on: 21, May, 2013

    Abstract: The global financial crisis of 2008 led to a rethinking of many valuation models in fixed income. The notion of the risk free rate and the appropriate discount rate underwent substantial changes. By around 2010, a consensus emerged on the “Two Curve” model. This technical note provides an introduction to this model ... More

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  3. Hedging with Target Redemption Forward

    Authors: Varma, Jayanth R.;

    Reference No: F&A0506 Pages: 6 Published on: 1, January, 2013

    Abstract: This case deals with hedging and risk management in companies. Surya Textiles had significant export revenues in euros and was looking for innovative ways of hedging foreign exchange risk to make their treasury a profit centre. Target Redemption Forward which hedged the euros into dollars was an attractive option which ... More

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  4. Hundred Million Dollar Beta

    Authors: Varma, Jayanth R.; Virmani, Vineet;

    Reference No: F&A0534 Pages: 8 Published on: 11, July, 2016

    Abstract: This case is about the practical and conceptual issues involved in estimating the beta of a company for the purpose of computing the cost of capital using the CAPM (Capital Asset Pricing Model). In many applications of the CAPM in the classroom, the beta is assumed to be known or ... More

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  5. Swiss Roll (B)

    Authors: Varma, Jayanth R.; Virmani, Vineet;

    Reference No: F&A0532(B) Pages: 26 Published on: 7, July, 2016

    Abstract: ln the aftermath of global financial crisis of 2008 and the ensuing capital flows into Switzerland, the Swiss National Bank (SNB) decided to peg Swiss Franc (CHF) to the Euro (EUR), and announced that it would not let CHF go beyond 1.20 starting 6 September, 20 11. With ever-increasing capital flows, maintaining the peg required ... More

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  6. Swiss Roll (A)

    Authors: Varma, Jayanth R.; Virmani, Vineet;

    Reference No: F&A0532A Pages: 30 Published on: 30, March, 2015

    Abstract: In September, 2011, to prevent its currency from appreciating after the Global Financial Crisis, the Swiss National Bank (SNB) decided to peg its currency to EUR and announced that it would not let CHF go beyond 1/1.20 EUR. Maintaining the peg required the SNB to purchase foreign currency assets virtually endlessly in ... More

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  7. The Mispriced ADRs of Allied Irish Banks

    Authors: Jacob, Joshy; Varma, Jayanth R.;

    Reference No: F&A0519 Pages: 9 Published on: 31, March, 2015

    Abstract: After the global financial crisis of 2008, Allied Irish Banks (AIB) was rescued by the Irish government.During 2013 and 2014, the tiny fraction of shares remaining with the public appeared to be vastly overvalued in the Irish stock market. The American Depository Receipts (ADRs) of AIB appeared to be overvalued even relative ... More

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