HedgeStar Marketing
Feb 2, 20166 min read
Saving Money When Banks Offer ‘Chooser Options’
Publication: AFP Exchange PDF Version Many companies with variable-rate funding look to derivatives to transform their variable...
HedgeStar Marketing
Jan 5, 20166 min read
The Two Faces of Market Risk
It should also be clear that, as longer duration assets have greater interest rate sensitivity than shorter duration liabilities, higher int
HedgeStar Marketing
Sep 1, 20156 min read
Good News On The Derivatives Accounting Front
Publication: AFP Exchange PDF Version of article Key Highlights Under the proposed changes, hedgers would be allowed up to three months...
HedgeStar Marketing
Mar 3, 20157 min read
Accounting for Commodity Hedges: Hypothetically Speaking
Key Insights
To qualify for hedge accounting, derivative gains or losses must be highly effective in offsetting the full cash price changes
HedgeStar Marketing
Sep 2, 20148 min read
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
HedgeStar Marketing
Nov 1, 20137 min read
Managing Risk: Where to start
One specific category of risk where concrete and accessible set solutions are available is the area of price risk. Price risk could pertain
HedgeStar Marketing
Sep 1, 20132 min read
Hedge Effectiveness Testing Revisited
This article addresses two problems often encountered by practitioners who endeavor to qualify for special hedge accounting treatment.
The f
HedgeStar Marketing
May 1, 20105 min read
Cross hedging – X Marks the Spot
Cross-hedges may be used in financial markets. As is well known, interest rate swaps are the most common tool corporate treasurers use to co
HedgeStar Marketing
Sep 1, 200810 min read
Market Risk - What Hedgers & Auditors Should Know About Regression
It’s hardly controversial to expect financial statements to provide accurate and meaningful information about company performance, but even
HedgeStar Marketing
Aug 1, 20055 min read
FAS 133 Hedge Documentation: Points to Consider
If your bank and/or your customers are just starting to use derivative contracts for hedging purposes, you’re likely to find the accounting