The Ontario Teachers' Pension Plan Board is Canada's biggest pension fund with over $40 billion in assets; it had merely listened to a demo addressing a procedure for identifying and controlling the pension fund's exposure to market risks known as “Value At Risk”.
The Board needed to comprehend what Worth-At-Risk signified, what assumptions went into the risk management systems, and how it might affect the policy decisions. This case introduces students to the risk management of investment portfolios, highlighting their advantages and limitations.
Learning Objective: The case attempts to achieve numerous teaching objectives such as understanding the: different types of threat; theory of VAR; notion of MEaR; value and use of derivative instruments.
Publication Date: 10/24/1996
This is just an excerpt. This case is about Finance
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