MENU

Blog

Hedging for Financial Institutions – 2020 Update

The drop in rates in Q1 has increased the net cash payments on pay-fixed, receive-variable…

Reference Rate Reform: Economics & Accounting Treatment Impacts

We always encourage hedgers to consider the economics of a transaction before looking at the…

LIBOR Transition: Indirect Valuation Impacts

The direct impacts of the transition away from LIBOR to the use of an alternative…

LIBOR to SOFR: Are You Ready?

As LIBOR gets ready to end, SOFR is set to begin. While the derivatives market…

Top 5 Balance Sheet Hedges That Create Risky Positions

Once a company establishes a balance sheet program, it likely runs on auto-pilot from then…

What to Watch for as LIBOR Fades Into History

Businesses mired down by the impacts of COVID-19 are facing enough difficulties. But the march…

SOFR: Key Characteristics & Hedge Accounting Impacts

As many of our readers already know, SOFR (Secured Overnight Financing Rate) has been selected…

Top Benefits & Limitations of FX Hedge Programs

To implement a successful hedge program, it’s important that all parties involved know exactly what…

Last-of-Layer Hedging for Financial Institutions

Lenders such as banks, mortgage lenders, and credit unions manage large portfolios of fixed-rate loans….