TY  - BOOK
AU  - Chacko,George
AU  - Subrahmanyam,Marti G.
AU  - Dessain,Vincent(et al)
TI  - Advising on currency risk at ICICI bank
PY  - 2005///
CY  - Boston, MA
PB  - Harvard Business School
KW  - Bonds
KW  - Capital markets
KW  - Currency
KW  - Exchange rates
KW  - Risk assessment
KW  - Bank
N2  - 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.
ER  -