Market & Liquidity risk analyst Interview - Risk Management
Q2) How would a hedge a bond that pays coupon in foreign currency
I didn't know anything about cross - currency swap back then. Basically answered the question by hedging the coupon with multiple FX forwards to hedge the currency risk. Technically speaking, the answer wasn't wrong but
was told by the head of department that a better answer would be a cross-currency swap in which you can match the various payment dates of the bond with the swap.
Q3)Tell me something not in your resume
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