In March 2003, a client approached the Markets Advisory Group at ICICI Bank, India’s second largest bank, to a hedging transaction. The hedging involved multiple interest rates and currencies. Shilpa Kumar, Head of Markets Advisory Group, has put together a recommendation for the customer. You can choose from a number of financial instruments, including swaps, options and futures on interest rates and currencies, to choose their recommendation.

In March 2003, a client approached the Markets Advisory Group at ICICI Bank, India’s second largest bank, to a hedging transaction. The hedging involved multiple interest rates and currencies. Shilpa Kumar, Head of Markets Advisory Group, has put together a recommendation for the customer. You can choose from a number of financial instruments, including swaps, options and futures on interest rates and currencies, to choose their recommendation.
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from
George Chacko,
Marti G. Subrahmanyam
Vincent Dessain,
Unlike Sjoman
Source: Harvard Business School
16 pages.
Release Date: 22 March 2005. Prod #: 205074-PDF-ENG
Advice on Currency Risk at ICICI Bank HBR case solution

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