Disciplined Hedging – Controlling Interest Rate Risk in an Uncertain World
Despite the lack of certainty, it would seem that both alternatives of leaving the swap in place or liquidating the swap suffer from the sam
Basic Strategies for Managing U.S. Dollar/Brazilian Real Exchange Rate Risk for Dollar-Denominated I
Brazilian Real futures and options on futures at Chicago Mercantile Exchange offer a host of risk management strategies appropriate for thos
The New World Under FAS 133: Cross-Currency Interest Rate Swaps
Without question, the adoption of FAS 133 will have an impact on the way firms use derivatives. One application that will certainly be affec
Hedging Portfolios
This work-around may still be problematic in that the various hedging relationships may not all be satisfied using the same hedge effectiven