Advising on Currency Risk at ICICI Bank Harvard Case Solution & Analysis

In March 2003, a customer approached a group of consulting market ICICI Bank, the second largest bank in India, the hedging transactions. Hedging involves several interest rates and currencies. Shilpa Kumar, head of markets advisory and should provide advice to the client. She can choose from a number of financial instruments, including swaps, options and futures on interest rates and currencies in its recommendations. "Hide
by George Chacko, Marti G. Subrahmanyam, Vincent Dessain, Anders Sjoman Source: Harvard Business School 16 pages. Publication Date: March 22, 2005. Prod. #: 205074-PDF-ENG

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