Question: Pension Plan of Bethlehem Steel-2001 (Harvard Business School Case #202088-PDF-ENG). The case analyzes the company's pension fund assets and liabilities by using the traditional tools of interest rate risk management.
Union Carbide Corp.: Interest Rate Risk Management (Harvard Business School Case #294057-PDF-ENG). The case studies how the firm can manage its exposure to interest rates by matching the duration of its liabilities to the duration of its assets.
Deutsche Bank: Finding Relative Value Trades (Harvard Business School Case #205059-PDF-ENG). The case considers how the bank can find yield curve trades that are of interest to clients as well as to its proprietary trading desk.