HedgeStar Marketing
Mar 12, 20025 min read
Documenting Interest Rate Hedges
The most frequently used interest rate derivative is the interest rate swap, and when used in it’s most common application — to swap from va
HedgeStar Marketing
Dec 1, 20019 min read
The New World Under FAS 133: Cross-Currency Interest Rate Swaps
Without question, the adoption of FAS 133 will have an impact on the way firms use derivatives. One application that will certainly be affec
HedgeStar Marketing
May 8, 200112 min read
Partial Term Hedging-The Eurodollar Alternative
Futures, however, have some rather unique institutional features. First, they are traded on an exchange so that parties to a trade are essen
HedgeStar Marketing
Apr 10, 20018 min read
Impact of Accounting Rules on the Market for Swaps
The Financial Accounting Standards Board (FASB) only recognizes hedges as being ineffective for accounting purposes when the hedge gains or
HedgeStar Marketing
May 16, 20004 min read
Hedging Portfolios
This work-around may still be problematic in that the various hedging relationships may not all be satisfied using the same hedge effectiven
HedgeStar Marketing
Apr 1, 200011 min read
Futures versus Forwards: Implications of FAS 133
A forward contract is a principal-to-principal transaction that commits the counterparties to exchange some underlying property at a given p