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Lucie Teplá

Senior Affiliate Professor of Finance
Email [email protected]
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CASE STUDY

MSCI Low Carbon Indices: A Free Option on Carbon

By  Lucie Teplá
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In September 2014, a week before the UN Climate Summit, MSCI launched an innovative family of indices designed to allow investors to manage carbon risk in their portfolio.

    Published 14 Oct 2020

    Reference 6593

    Topic Economics & Finance

    Region Global

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    MSCI Low Carbon Indices: A Free Option on Carbon

    Add to Cart popular

    In September 2014, a week before the UN Climate Summit, MSCI launched an innovative family of indices designed to allow investors to manage carbon risk in their portfolio.

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      CASE STUDY

      Does Sustainability Pay? Barry Callebaut's Sustainability Improvement Loan

      By  Lucie Teplá,  Lisa Simone Duke
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      In June 2017, Barry Callebaut, the largest B2B cocoa and chocolate company in the world renewed its revolving credit facility (RCF) introducing a novel feature suggested by the Dutch bank ING: the margin on the RCF would be tied to the company’s ESG score from Sustainalytics, a leading sustainability agency, as a way to “make sustainability truly pay”.

        Published 13 Oct 2020

        Reference 6539

        Topic Economics & Finance

        Region Europe

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        Does Sustainability Pay? Barry Callebaut's Sustainability Improvement Loan

        Add to Cart popular award

        In June 2017, Barry Callebaut, the largest B2B cocoa and chocolate company in the world renewed its revolving credit facility (RCF) introducing a novel feature suggested by the Dutch bank ING: the margin on the RCF would be tied to the company’s ESG score from Sustainalytics, a leading sustainability agency, as a way to “make sustainability truly pay”.

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          CASE STUDY

          KBC Alternative Investment Management (A): Convertible Bond Arbitrage

          By  Lucie Teplá
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          Case A:

            Published 10 Jan 2004

            Reference 5225

            Topic Economics & Finance

            Industry Venture Capital

            Region Europe

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            KBC Alternative Investment Management (A): Convertible Bond Arbitrage

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            Case A:

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              CASE STUDY

              KBC Alternative Investment Management (B): Capital Structure Arbitrage

              By  Lucie Teplá
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              Case B: Based on a Merton-type structural model of credit risk, Steve Dash, a trader at KBC AIM, perceives that British Airways’CDS are mispriced relative to the company’s share price. Steve has to figure out which trades to put on to exploit the potential mispricing and what the main profit drivers of this strategy are.

                Published 10 Jan 2004

                Reference 5225

                Topic Economics & Finance

                Industry Venture Capital

                Region Europe

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                KBC Alternative Investment Management (B): Capital Structure Arbitrage

                Add to Cart popular

                Case B: Based on a Merton-type structural model of credit risk, Steve Dash, a trader at KBC AIM, perceives that British Airways’CDS are mispriced relative to the company’s share price. Steve has to figure out which trades to put on to exploit the potential mispricing and what the main profit drivers of this strategy are.

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                  Portfolio Choice and Risk Management, Credit Risk