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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….