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Need help on Study guide. If you need case, Please contact with me, i will provide them Final Project Directions: For each of Questions 1

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Need help on Study guide. If you need case, Please contact with me, i will provide them

image text in transcribed Final Project Directions: For each of Questions 1 thru 4 answer the question 1-2 typed pages. For Question 5 you may use up to 3 pages for your response. You may use Multiple, 1.5 or Double Spacing, but not Single Spacing. You should use the structure I have provided for the questions. The primary questions are numbered; the motivational considerations are bulleted. I want your analysis and treatment of the questions. This project is due at 12:00 noon on Monday December 5. You may embed a graph or table to help make. We won't accept appendices or spreadsheets. 1. (20%) Question 1 - Long Term Capital Management (LTCM); Both Cases: 1.1. In your view what is the central issue of this case from a risk management perspective? In your evaluation of the trading strategy, where did 'Genius Fail' in the risk management of LTCM? What perspective on securities valuation and capital markets embedded in the risks within their portfolio that we have discussed repeatedly in class was seemingly ignored by LTCM? 1.2. Provide at least 1 reference and a descriptive paragraph to non-case materials that link your understanding of this case to our study of Risk. 2. (20%) Question 2 - Lehman Brothers (LB); Both Cases: 2.1. In your view what is the central issue of this case from a risk management perspective? Why did Lehman fail? Who or what is to blame and Why? Be specific. From a management perspective do you think that Callan's understanding of risk and capital markets was well suited to her role as CFO. If so \"why?\"; if not \"why not?\" From your perspective did Fuld know what was going on at Lehman? If so \"why?\"; if not \"why not?\" From a global risk perspective, do you think that the Federal Reserve acted appropriately in letting Lehman fail? Was regulation asleep? Was the Fed's response too little too late? If so \"why?\"; if not \"why not?\" 2.2. Provide at least 1 reference and a descriptive paragraph to non-case materials that link your understanding of this case to our study of Risk. 3. (20%) Question 3: American International Group (AIG); Both Cases: 3.1. In your view what is the central issue of this case from a risk management perspective? Why did AIG fail? Who or what is to blame and Why? Be specific. Do you agree with Berman's and/or Gorton's perspective on models/VaR? If so \"why?\"; if not \"why not?\" Describe the bailout of AIG. Do you think that action was appropriate? If so \"why?\"; if not \"why not?\" 3.2. Provide at least 1 reference and a descriptive paragraph to non-case materials that link your understanding of this case to our study of Risk. 4. (20%) Question 4: JPMorgan the London Whale; Both Cases: 4.1. In your view what is the central issue of this case from a risk management perspective? Why did the CIO cause JPMC to lose money. Who or what is to blame and Why? Be specific. Discuss the notion of the depth of the market or lack thereof as it pertains to this case. Discuss the hedge ratio and self-financing aspects of the trades Discuss how the portfolio grew and what could have been done to curtail this problem mathematically in terms of warnings. Managerially, did Drew and Dimon do their jobs? Did Iksil? Did Martin-Artajo? 4.2. Provide at least 1 reference and a descriptive paragraph to non-case materials that link your understanding of this case to our study of Risk. 5. (20%) Question 5: Either \"The Return of the Loan\" or \"Betting on Failure\": 5.1. In your view what is the central issue of this case from an investment x risk management perspective? 5.2. Describe the opportunity in the securitization and the risks facing the Greenwood or Keating. 5.3. Where is the source of mispricing in the investment opportunity, if it exists? If not, Why not? 5.4. What are the fair prices for the opportunities presented? 5.5. What is your investment strategy recommendation and why? 5.6. Provide at least 1 reference and a descriptive paragraph to non-case materials that link your understanding of this case to our study of Risk. 1

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