HedgeStar Marketing
Feb 3, 20094 min read
Pricing Swaps: Once Upon a Time…
As an example, Exhibit 1 compares the fixed rates on five-year swaps transacted on the first of December 2008 and, for comparative purposes,
HedgeStar Marketing
Sep 1, 200810 min read
Market Risk - What Hedgers & Auditors Should Know About Regression
It’s hardly controversial to expect financial statements to provide accurate and meaningful information about company performance, but even
HedgeStar Marketing
May 1, 200814 min read
Hedging Currency Exposures by Multinationals: Things to Consider
For something that is so fundamental to international commerce, it is astounding how much confusion exists about managing currency risk.
HedgeStar Marketing
Apr 3, 20079 min read
Interest Rate Swaps: Accounting vs. Economics
Although accounting rules undergo virtually ongoing review and adjustment, the genesis of the current framework is Statement of Financial Ac
HedgeStar Marketing
Sep 12, 20063 min read
Assessing the strengths of a hedge fund manager
In considering the track record, the most relevant statistic should likely be the strategy’s expected return. The longer the history, the gr
HedgeStar Marketing
Jun 1, 20067 min read
10 Tenets of Derivatives - Instruments to be Used to Manage Risk
For corporate managers who are astute enough to realize that derivative instruments can be used to manage risks relating to interest rates,
HedgeStar Marketing
Mar 7, 200612 min read
Incorporating Prepayment Risk Considerations When Making Hedging Decisions
This article describes the basic framework for measuring interest rate risk at financial institutions and focuses attention on problems asso
HedgeStar Marketing
Aug 1, 20055 min read
FAS 133 Hedge Documentation: Points to Consider
If your bank and/or your customers are just starting to use derivative contracts for hedging purposes, you’re likely to find the accounting
HedgeStar Marketing
Jul 1, 20059 min read
Tactical Hedging: A Tricky Balancing Act
The prospect of losing money on a derivative position, however, should not be over-riding. Rather, prospective hedgers need to be able to as
HedgeStar Marketing
Apr 1, 200517 min read
What Analysts Need To Know About Accounting For Derivatives
Because (1) most derivative contracts had been off-balance-sheet items, lacking in transparency, and (2) the accounting treatment of derivat