Topic: PRM Exam

Barings Bank – Case Study and Video

This case study consists of the “Report of the Board of Banking Supervision Inquiry into the Circumstances of the Collapse of Barings, 18 July 1995.” Events Massive Losses incurred by Nick Leeson, the General Manager and Head Trader of Barings Financial Services (BFS)...

Minimum Variance Hedge Ratio

One problem with using futures contracts to hedge a portfolio of spot assets, is that a perfect futures contracts may not exist, that is, a perfect hedge cannot be achieved. For example, if an airline wishes to hedge its exposure to variation in jet fuel prices, it...

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