Question: Procter and Gamble versus Bankers Trust: Caveat Emptor (Thunderbird Case A06-05-0001, European Case Clearing House). The case analyzes a complex interest rate swap between Procter & Gamble and Bankers Trust.
Wal-Mart's Use of Interest Rate Swaps (Harvard Business School Case 108038- PDF-ENG). The case studies Walmart's use of interest rate swaps to hedge the fair value of its fixed-rate debt against changing interest rates.
Banc One Corp.: Asset and Liability Management (Harvard Business School Case 294079-PDF-ENG). The case examines a bank's use of interest rate swaps to manage the sensitivity of its earnings to changes in interest rates and as an attractive investment alternative to conventional securities.