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
Choosing Between Interest Rate Swaps and Eurodollar Strips
Despite the flexibility to think of this hedge as either the hedge of the fixed rate asset or the hedge of funding rollovers, the accounting
Hedge Effectiveness Testing Revisited
This article addresses two problems often encountered by practitioners who endeavor to qualify for special hedge accounting treatment.
The f
Managing Risk and Managing Income
As an example, suppose crude oil was trading in the spot market at a price of $86 per barrel, and suppose you could trade the series of succ
Hedging Interest Rate Exposures under the Dodd-Frank Regime
For enterprises that currently use interest rate swap contracts under an ISDA master agreement that stipulates bi-lateral collateral adjustm
Taking Stock – Hedging Inventories, Hedging Sales
Assuming the availability of derivative instruments relating to the goods under consideration, most hedgers (or potential hedgers) realize t