Derivative Accounting & Hedge Program Management
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IR Hedgers: What You Need to Know About the New Hedge Accounting Exposure Draft

Posted by Ruth Hardie

Last week, FASB released a new Exposure Draft for changes to special hedge accounting. Here’s what interest rate hedgers need to know.

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Volatility and Interest Rate Hedging

Posted by Helen Kane

While there is no way to keep major, market-affecting events from occurring, it is possible to insulate yourself from the effects.

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Impact of Upcoming FASB Changes on Cash Flow Interest Rate Hedgers

Posted by Ruth Hardie

The benchmark hedge accounting treatment is expected to expand to include any contractually specified interest rate index. The expansion will open up interest rate hedging to include prime and other published interest rates.

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Pros and Cons of ‘Blend & Extend’ for Interest Rate Swaps

Posted by Ruth Hardie & Glenn Suarez

In recent months, numerous clients have asked us to weigh in on the possibility of “blend and extend” (sometimes called “amend and extend”) for their interest rate swaps.

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Restructured Swaps: What Can You Expect?

Posted by Ruth Hardie

In recent months, a trend has emerged: More and more companies are restructuring their pay-fixed receive-floating swaps by shifting the floating leg from the three-month LIBOR rate to the one-month LIBOR rate.

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