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Publications

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  • All HBS Web  (324)
    • Faculty Publications  (61)

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    • All HBS Web  (324)
      • Faculty Publications  (61)

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      Credit default swaps
      Where can I get information on credit default swaps (CDS)? Capital IQ: Search for equity or country in search bar. Credit Default Swaps are available...
      Currency Swaps
      → Search All HBS Web
      • August 2020 (Revised November 2020)
      • Case

      Gogoro: From Electric Scooter to Energy Platform

      By: Tarun Khanna and Billy Chan
      The founder of Gogoro had always wanted to revolutionize the energy market from day one since he started the electric scooter business that featured an innovative battery swapping technology. Over the course of five years, he had developed a premium line of electric...  View Details
      Keywords: Entrepreneurship; Technology; Energy; Organizational Change and Adaptation; Strategy; Taiwan
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      Khanna, Tarun, and Billy Chan. "Gogoro: From Electric Scooter to Energy Platform." Harvard Business School Case 721-379, August 2020. (Revised November 2020.)
      • October 2019
      • Article

      Limited Investment Capital and Credit Spreads

      By: Emil N. Siriwardane
      Using proprietary credit default swap (CDS) data, I investigate how capital shocks at protection sellers impact pricing in the CDS market. Seller capital shocks—measured as CDS portfolio margin payments—account for 12% of the time-series variation in weekly spread...  View Details
      Keywords: Credit Risk; Derivatives; Credit Derivatives and Swaps; Capital Markets; Credit; Financial Institutions
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      Siriwardane, Emil N. "Limited Investment Capital and Credit Spreads." Journal of Finance 74, no. 5 (October 2019): 2303–2347.
      • 2018
      • Working Paper

      OTC Intermediaries

      By: Andrea L. Eisfeldt, Bernard Herskovic, Sriram Rajan and Emil Siriwardane
      Over-the-counter (OTC) markets for financial assets are dominated by a relatively small number of core intermediaries and a large number of peripheral customers. In this paper, we develop a model of trade in a core-periphery network and estimate its key structural...  View Details
      Keywords: Otc Markets; Intermediaries; Dealers; Credit Default Swaps; Risk Sharing; Networks; Price; Risk and Uncertainty
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      Eisfeldt, Andrea L., Bernard Herskovic, Sriram Rajan, and Emil Siriwardane. "OTC Intermediaries." Working Paper, August 2018.
      • August 2017
      • Teaching Note

      Exotic Interest Rate Swaps: Snowballs in Portugal

      By: Boris Vallee, Patrick Augustin and Philippe Rich
      This case explores a complex swap transaction implemented by Metro do Porto in 2007. It represents an opportunity to study fixed income derivative instruments, such as plain-vanilla swaps and structured swaps, as well as understand the opportunities and challenges of...  View Details
      Keywords: Swaps; Public Finance; Structured Finance; Credit Derivatives and Swaps; Public Sector; Transportation Industry; Rail Industry; Portugal
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      Vallee, Boris, Patrick Augustin, and Philippe Rich. "Exotic Interest Rate Swaps: Snowballs in Portugal." Harvard Business School Teaching Note 218-018, August 2017.
      • January 2017 (Revised October 2018)
      • Case

      Novartis: A Transformative Deal

      By: David Collis and Ashley Hartman
      When Joe Jimenez became CEO of Swiss-based Novartis in 2010, replacing longtime CEO Dan Vasella, he assumed control of one of the top pharmaceutical companies in the world. Vasella, an avowed advocate of diversification, had expanded the scope of the company and...  View Details
      Keywords: Novartis; Glaxosmithkline; Asset Swap; Acquisitions; Divestiture; Strategy Alignment; Pharmaceuticals; Strategy; Business Strategy; Corporate Strategy; Diversification; Consolidation; Mergers and Acquisitions; Pharmaceutical Industry
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      Collis, David, and Ashley Hartman. "Novartis: A Transformative Deal." Harvard Business School Case 717-453, January 2017. (Revised October 2018.)
      • January 2017
      • Case

      Exotic Interest Rate Swaps: Snowballs in Portugal

      By: Boris Vallee, Patrick Augustin and Philippe Rich
      This case explores a complex swap transaction implemented by Metro do Porto in 2007. It represents an opportunity to study fixed income derivative instruments, such as plain-vanilla swaps and structured swaps, as well as understand the opportunities and challenges of...  View Details
      Keywords: Swaps; Public Finance; Structured Finance; Credit Derivatives and Swaps; Public Sector; Transportation Industry; Rail Industry; Portugal
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      Vallee, Boris, Patrick Augustin, and Philippe Rich. "Exotic Interest Rate Swaps: Snowballs in Portugal." Harvard Business School Case 217-050, January 2017.
      • August 2015
      • Article

      Dollar Funding and the Lending Behavior of Global Banks

      By: Victoria Ivashina, David S. Scharfstein and Jeremy C. Stein
      A large share of dollar-denominated lending is done by non-U.S. banks, particularly European banks. We present a model in which such banks cut dollar lending more than euro lending in response to a shock to their credit quality. Because these banks rely on wholesale...  View Details
      Keywords: Banks; Global Banks; Credit Supply; Dollar Funding; International Finance; Banks and Banking; Banking Industry
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      Ivashina, Victoria, David S. Scharfstein, and Jeremy C. Stein. "Dollar Funding and the Lending Behavior of Global Banks." Quarterly Journal of Economics 130, no. 3 (August 2015): 1241–1281.
      • 2014
      • Book

      Critical Knowledge Transfer: Tools for Managing Your Company's Deep Smarts

      By: Dorothy A. Leonard, Walter Swap and Garvin Barton
      When highly skilled subject matter experts, engineers, and managers leave their organizations, they take with them years of hard-earned, experience-based knowledge—much of it undocumented and irreplaceable. Organizations can thereby lose a good part of their...  View Details
      Keywords: Knowledge Management
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      Leonard, Dorothy A., Walter Swap, and Garvin Barton. Critical Knowledge Transfer: Tools for Managing Your Company's Deep Smarts. Harvard Business Review Press, 2014.
      • October 2013 (Revised December 2013)
      • Teaching Note

      Blackstone and the Sale of Citigroup's Loan Portfolio Teaching Note

      By: Victoria Ivashina and David Scharfstein
      Keywords: Derivatives; Bankruptcy; Credit Derivatives and Swaps; Private Equity; Restructuring; Insolvency and Bankruptcy; Banks and Banking; Banking Industry; Financial Services Industry
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      Ivashina, Victoria, and David Scharfstein. "Blackstone and the Sale of Citigroup's Loan Portfolio Teaching Note." Harvard Business School Teaching Note 214-040, October 2013. (Revised December 2013.)
      • October 2013 (Revised November 2013)
      • Case

      Blackstone and the Sale of Citigroup's Loan Portfolio

      By: Victoria Ivashina and David Scharfstein
      The credit boom that preceded the 2007-2009 financial crisis led to several lending practices that exposed banks to large risks. In particular, when the financial crisis unraveled, there were several billion dollars' worth of leveraged buyout (LBO) loans that were...  View Details
      Keywords: Restructuring; Private Equity; Insolvency and Bankruptcy; Credit Derivatives and Swaps; Financial Markets; Investment; Banking Industry; Financial Services Industry
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      Ivashina, Victoria, and David Scharfstein. "Blackstone and the Sale of Citigroup's Loan Portfolio." Harvard Business School Case 214-037, October 2013. (Revised November 2013.)
      • January 2013 (Revised April 2017)
      • Supplement

      Maxum Petroleum, Inc.

      By: W. Carl Kester
      Maxum seeks an oil-price hedging strategy that yields substantial cash during oil price spikes, is affordable under ordinary circumstances, and is easily managed. It is striving to avoid a repeat of the challenging situation encountered in 2008 when spiking oil prices...  View Details
      Keywords: Hedging; Options; Commodities; Credit Derivatives and Swaps; Risk Management; Futures and Commodity Futures; Financial Strategy; Volatility
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      Kester, W. Carl. "Maxum Petroleum, Inc." Harvard Business School Spreadsheet Supplement 213-714, January 2013. (Revised April 2017.)
      • February 2010
      • Case

      Saginaw Parts Co. and the General Motors Corp. Credit Default Swap

      By: William E. Fruhan
      This two-page case demonstrates how to unbundle the cost of credit extensions from product prices by observing the price of a credit default swap. It also explores how credit default swaps work, and how trade creditors are treated under U.S. bankruptcy law. Finally it...  View Details
      Keywords: Trade; Credit; Insolvency and Bankruptcy; Credit Derivatives and Swaps; Laws and Statutes; Risk Management; Auto Industry; United States
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      Fruhan, William E. "Saginaw Parts Co. and the General Motors Corp. Credit Default Swap." Harvard Business School Case 210-056, February 2010.
      • February 2010
      • Teaching Note

      Saginaw Parts Co. and the General Motors Corp. Credit Default Swap (TN)

      By: William E. Fruhan
      Teaching Note for [210056].  View Details
      Keywords: Credit Derivatives and Swaps; Insolvency and Bankruptcy; Law; Cost of Capital; United States
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      Fruhan, William E. "Saginaw Parts Co. and the General Motors Corp. Credit Default Swap (TN)." Harvard Business School Teaching Note 210-057, February 2010.
      • July 2009 (Revised July 2009)
      • Case

      Delphi Corp. and the Credit Derivatives Market (A)

      By: Stuart C. Gilson, Victoria Ivashina and Sarah Abbott
      In 2005, Jane Bauer-Martin, a hedge fund manager, is considering what she should do with the fund's large investment in the publicly traded bonds of Delphi Corp., a financially troubled auto parts supplier. Delphi is General Motor's key auto parts supplier, and, like...  View Details
      Keywords: Borrowing and Debt; Insolvency and Bankruptcy; Credit Derivatives and Swaps; Bonds; Financial Management; Risk Management
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      Gilson, Stuart C., Victoria Ivashina, and Sarah Abbott. "Delphi Corp. and the Credit Derivatives Market (A)." Harvard Business School Case 210-002, July 2009. (Revised July 2009.)
      • October 2008
      • Teaching Note

      Samoa Tala (TN)

      By: Joshua D. Coval, Bhagwan Chowdhry and Konark Saxena
      Teaching Note for [209053].  View Details
      Keywords: Currency Exchange Rate; Risk Management; Credit Derivatives and Swaps; Microfinance; Strategy; Borrowing and Debt; Currency; Cash Flow; Samoa
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      Coval, Joshua D., Bhagwan Chowdhry, and Konark Saxena. "Samoa Tala (TN)." Harvard Business School Teaching Note 209-069, October 2008.
      • January 2008
      • Background Note

      Collateralized Debt Obligations (CDOs)

      By: Joshua Coval and Erik Stafford
      This lesson integrated Merton's (1974) contingent claims model of debt and equity claims with the CAPM, which allows us to examine the risks and pricing of credit portfolios and the derivative claims issued against them. In particular, this model is used to make...  View Details
      Keywords: Decision Choices and Conditions; Borrowing and Debt; Credit Derivatives and Swaps; Investment Portfolio; Risk Management
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      Coval, Joshua, and Erik Stafford. "Collateralized Debt Obligations (CDOs)." Harvard Business School Background Note 208-113, January 2008.
      • March 2005 (Revised March 2006)
      • Case

      Foreign Exchange Hedging Strategies at General Motors: Competitive Exposures

      By: Mihir A. Desai and Mark Veblen
      How can a multinational firm analyze and manage currency risks that arise from competitive exposures? General Motors has a substantial competitive exposure to the Japanese yen. Although the risks GM faces from the depreciating yen are widely acknowledged, the company's...  View Details
      Keywords: Multinational Firms and Management; Currency Exchange Rate; Competition; Credit Derivatives and Swaps; International Finance; Financial Management; Investment Funds; Risk and Uncertainty; Auto Industry
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      Desai, Mihir A., and Mark Veblen. "Foreign Exchange Hedging Strategies at General Motors: Competitive Exposures." Harvard Business School Case 205-096, March 2005. (Revised March 2006.)
      • March 2005 (Revised January 2006)
      • Case

      Foreign Exchange Hedging Strategies at General Motors: Transactional and Translational Exposures

      By: Mihir A. Desai and Mark Veblen
      How should a multinational firm manage foreign exchange exposures? Examines transactional and translational exposures and alternative responses to these exposures by analyzing two specific hedging decisions by General Motors. Describes General Motors' corporate hedging...  View Details
      Keywords: Multinational Firms and Management; Currency Exchange Rate; Expansion; Credit Derivatives and Swaps; Financial Management; Investment Funds; Risk and Uncertainty; International Finance; Auto Industry
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      Desai, Mihir A., and Mark Veblen. "Foreign Exchange Hedging Strategies at General Motors: Transactional and Translational Exposures." Harvard Business School Case 205-095, March 2005. (Revised January 2006.)
      • February 2005
      • Article

      Swapping Your Country's Risks

      By: Robert C. Merton
      Keywords: Risk and Uncertainty
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      Merton, Robert C. "Swapping Your Country's Risks." Breakthrough Ideas for 2005. Harvard Business Review 83, no. 2 (February 2005): 34–36. (HBS Reprint #RO502A.)
      • 2005
      • Book

      Deep Smarts: How to Cultivate and Transfer Business Wisdom

      By: D. Leonard and Walter Swap
      Keywords: Information; Knowledge Dissemination
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      Leonard, D., and Walter Swap. Deep Smarts: How to Cultivate and Transfer Business Wisdom. Boston, MA: Harvard Business School Press, 2005.
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      Are you looking for?

      Credit default swaps
      Where can I get information on credit default swaps (CDS)? Capital IQ: Search for equity or country in search bar. Credit Default Swaps are available...
      Currency Swaps
      → Search All HBS Web
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