Derivatives' Valuations: Assessing Alternative Methodologies
The idea of valuing a derivative is reasonably straightforward, but the devil is in the details. The first concern is the notion of fair val
Hedging Loan Commitments
With this orientation, the bank would typically seek to hedge all or a portion of the uncertain funding costs that would be expected to aris
HedgeStar and PIP Expand Partnership to Provide Independent IFRS 9 Hedge Accounting Services Through
MINNEAPOLIS, MN – June 23, 2016 – HedgeStar, the leading independent provider of hedge accounting services worldwide, and Proveedor...
Designing A Proper Hedge: Theory Versus Practice
The article challenges conventional wisdom as to the form of the regression. Specifically, the traditional text book solution performs a reg
Hedging the Hedge: How Treasurers Can Decide How Much to Hedge
The benefit of derivatives shouldn’t be measured by the profit that they generate, but the possible trouble that they can avoid.
Nuances of Novation: Hedge Accounting Considerations
Publication: Bank Asset/Liability Management PDF Version of Article In August 2015, the Financial Accounting Standards Board (FASB)...