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...
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
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...
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
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
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