Special Report: Hedging Best Practices
Why a hedging policy sits at the crux of effective financial risk management.
Savvy treasury teams look for natural offsets to financial risks before purchasing external instruments.
How to shave off inefficiencies and optimize a corporate hedging program.
Quantifying and communicating a program's value helps treasury secure funding for any needed improvements.
Many companies do not understand the scope of their interest rate, currency, and commodity price risks. That knowledge gap has the potential to blow up corporate planning processes.
New study shows increasing proportion of companies are hedging FX and interest-rate risks—but where should a novice company start?
Six ways to improve the odds that your presentation to the board of directors will result in a green light for your FX hedging plan.
To what degree should treasury teams adjust their currency hedging programs in response to market volatility?
Why Moody's has won the 2020 Bronze Alexander Hamilton Award in Financial Risk Management.
Many companies take a backward approach to valuing derivatives hedges. Here's how treasury teams should look at these costs instead.
Formally tapping the knowledge base of a cross-functional team helps treasury better manage currency exposuresand helps the corporate treasurer become more strategic.
Formally tapping the knowledge base of a cross-functional team helps treasury better manage currency exposures—and helps the corporate treasurer become more strategic.
How risk managers should respond to changing yield curves.
How Ridge or Bayesian machine learning libraries can improve proxy accuracy and robustness.
The FX Gain/Loss line is the black hole of many companies' financial statements. Here's how to get a handle on what's driving currency impacts to the bottom line.
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