Chacko, George.

Advising on currency risk at ICICI bank / [Case Study] George Chacko (et al.). - Revised: February 21, 2006. - Boston, MA : Harvard Business School, 2005. - 16 p. : ill. ; 30 cm.

In March 2003, a client approached the Markets Advisory Group at ICICI Bank, India's second largest bank, about a hedging transaction. The hedge involved multiple interest rates and currencies. Shilpa Kumar, head of the Markets Advisory Group, has to put together a recommendation for the client. She can choose from a number of financial instruments, including swaps, options, and futures contracts on interest rates and currencies, in her recommendation.

9-205-074 Harvard Business School Case

Bonds Capital markets Currency Exchange rates Risk assessment Bank.

/ CS0005
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