Fair Value Hedges

Hedging Benchmark Interest Rate Exposures

Under the rules of fair value hedge accounting, a prerequisite condition is that the hedge should be highly effective in offsetting this spe

Hedging Bank Portfolios: Framing the Issue

To illustrate, consider a simplified example where a bank relies on monthly deposits as its primary funding source in connection with its ho

Hedging With Swaps

A fairly common reason that shortcut treatment is denied, particularly if the swap happens to be a seasoned instrument at the time the hedge

Futures versus Forwards: Implications of FAS 133

A forward contract is a principal-to-principal transaction that commits the counterparties to exchange some underlying property at a given p

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NCUA Proposed Rule Change to Ease Derivatives use for Credit Unions

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What to Expect in 2021

Happy Holidays From HedgeStar

Upgrade to HedgeStar - Software

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