All cases
Stress a treasury book and its cash needs
Translate a stress scenario into loss · Fictional case
The situation
A scenario loses ₹6 crore on bonds and ₹4 crore on FX exposure. Hedges gain ₹3 crore in value and require ₹2 crore cash collateral before settlement.
Your task
Separate mark-to-market loss and immediate funding need.
Reveal step-by-step solution
Set up the problem
Combine comparable scenario P&L under the same shock: −₹6 − ₹4 + ₹3 = −₹7 crore.
Work through the numbers
Track the ₹2 crore collateral call separately in the liquidity forecast.
Interpret the result
Report a ₹7 crore economic loss and ₹2 crore immediate collateral need from the stated items. Check other cash flows and settlement dates.
What to remember
Keep scenario P&L, timing of collateral and the probability of the scenario separate.