Information: Your team has been asked to provide analysis for and advice to an Australian-based, high net worth (HNW) client, who is considering the purchase of a structured financial product (SFP)...

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Information:


Your team has been asked to provide analysis for and advice to an Australian-based, high net worth (HNW) client, who is considering the purchase of a structured financial product (SFP) issued by a US-based investment bank. Your client wishes to be advised on the financial risks to which they would be exposed in association with investment in this SFP.


You have the following information on this SFP,


· The face value of the SFP is USD25,000


· The payoff is due in two years


· Payoff at maturity is max{USD25,000, [(SP500T/SP5000
)x USD25,000]}


· SP500T
represents the value of the S&P 500 Index at maturity of the investment product and SP5000
the value of the S&P 500 Index at inception of the SFP (i.e., the end of June 2019)


· Discount rate (% p.a.) = 2-yr spot + 2-yr spread – 120 bp


· 2-yr spot is the 2-year spot rate on US Government liabilities, 2-yr spread is the difference between the yield on 2-year US Treasury Bonds and US BBB-rated corporate bonds


· The 2-yr spread at the end of June 2020 was 1.1 per cent, while the historical default rate on BBB-rated corporate bonds is 0.9 per cent


You also have other information on key financial variables (as of the end of June 2020, the date you will assume as ‘now/today’ for undertaking your calculations):


· You have been provided with time series data in the form of the yield on U.S. government bonds (% p.a.), the USD/AUD exchange rate, and the value of the S&P 500 Index (see the spreadsheet provided with the Assignment
Risk Management Case 1 Data.xlsx). USD/AUD represents the US dollar/Australian dollar exchange rate (price of AUD 1 in USD).



Note: Not all information given above can be used in this your calculations. Some are not appropriate to use and/or incomplete. A part of the assessment is to identify which pieces of information/data should be used.


The Task


Prepare a brief (of no more than 3 pages) report in which your team:


(a) Identifies the financial risks to which your HNW client would have exposure if invested in this SFP. (Hint:
you should tabulate the different financial risks to which an investor would be exposed if they bought the SFP and the sources of each financial risk.)


(b) Quantitatively analyse the risk factors for which you are given data. Analyse individual risk factors and the relationship between these risk factors. (Hint: For quantitative analyses, you should focus on the characteristics of the risk factors. Quantitatively establish how a risk factor affects the SFP is not strictly required. At minimum, you should calculate the mean, standard deviation and correlations of the risk factors.)


(c) Discuss how each risk factor may impact the return of the SFP, including the risk factors you have not quantitatively analysed. Given your analysis of the data available to you, which financial risks do you think are likely to be of most concern to the client? Provide a brief justification/support for your answer.

Answered Same DaySep 16, 2021

Answer To: Information: Your team has been asked to provide analysis for and advice to an Australian-based,...

Harshit answered on Sep 18 2021
160 Votes
Answer to Question A
For a high net worth client in the SFP, there are many financial risks involved if the investment in t
he SFP 500 and the exposure that the high net worth is also very dynamic. The payoff of the SFP is based on many variables such as:
· The 2 year spot rate of the US Government Liabilities
· The 2 year spread on the yield of Treasury bonds and US BBB rated corporate bonds.
This is based on the market risks involved due to the currency exchange rate on which the discount rate of the SFP is based. The US Government liabilities are based on the Repo rate and the interest rate of the country at the time which is ultimately based on the policies as derived and changed by the government from time to time.
The risk factors involved due to investment in the SFP are as follows:
1. The formula for the derivation of the discount rate is 2 year spot + 2 year spread – 120 basis points. The 2 year spread is calculated as the difference between the yield on 2-year US Treasury Bonds and US BBB-rated corporate bonds. The 2 year spread was 1.1% and historical rate on BBB corporate bonds was at 0.9% respectively.
2. The change in the value of the US Government Liabilities in the period of two years can be mild or...
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