Bumpy Road Ahead - LIBOR-SOFR Transition
Preparing Your Credit Union for the LIBOR-SOFR Transition May 25, 2021 11:00 am - 12:00 pm CDT Sign up today! HedgeStar is partnering...
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
HedgeStar Introduces Latest eBook: ABCs of Interest Rate Risk Management for Financial Depositories
Most banks and credit unions have similar business models – they fund long-term assets (loans to customers) with short-term liabilities (dep
Update on Hedge Accounting Rules FASB Addresses Effectiveness Concerns
Large segments of derivatives users will see improvements, making both the process and the presentation of hedge accounting more intuitive a
State Your Preference - New choices for hedgers using forwards and options
Forward hedges, FASB allows the effectiveness
assessment to compare the forward price implicit in the exposure to the forward price of the d
Back-to-Back Swap Strategy
The bank effectively trades the two swaps simultaneously. We start with the consideration of the two, respective at-market swaps – i.e., swa