Derivatives Hedging

News

LIBOR Chicken and Egg

Alexandra Harris & William Shaw |

Lack of volume in derivatives tied to other benchmarks is driving many asset managers, traders, and corporate treasurers to continue using LIBOR-based derivatives.
News

Lincoln Center Pays $73 Million to End Swaps

Martin Z. Braun |

The nonprofit entered the transactions in 2006 and 2008 to provide fixed-rate predictability for a variable-rate bond issue.
Analysis

Locking in Low Interest Rates

Treasury & Risk Staff |

Treasury teams should consider these three factors before using derivatives to hedge against the possibility that rates will rise.

Analysis

It's Back to the Future for Currencies

Vassilis Karamanis |

In a hazy future, what seems clear is that investors may need to say goodbye to the low-volatility FX environment, with hedging throughout 2020 likely to be expensive.
Best Practices

How to Initiate a Risk-Hedging Program

Treasury & Risk |

New study shows increasing proportion of companies are hedging FX and interest-rate risks—but where should a novice company start?
News

$78 Trillion Derivatives Spat Needs Fix Now

Silla Brush |

Associations representing the world's largest banks press EU policymakers to finalize a Brexit roadmap for derivatives trading, and stat.
Best Practices

FX Proxy Hedging Using Machine Learning

Paul Stafford |

How Ridge or Bayesian machine learning libraries can improve proxy accuracy and robustness.
News

Brexit’s Derivatives Battle Heats Up

Alexander Weber & Silla Brush |

European companies may lose access to London clearinghouses in a no-deal Brexit; $74 trillion of derivatives contracts are at risk.
Best Practices

Incorporating Expectations into Hedging Decisions

Ira Kawaller |

How risk managers should respond to changing yield curves.
Alexander Hamilton Awards

Much Better Balance Sheet Hedging

Meg Waters |

Winner of the 2018 Silver Alexander Hamilton Award in Financial Risk Management: Alexion Pharmaceuticals.

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