HedgeStar Marketing
Mar 15, 20057 min read
Disciplined Hedging – Controlling Interest Rate Risk in an Uncertain World
Despite the lack of certainty, it would seem that both alternatives of leaving the swap in place or liquidating the swap suffer from the sam
HedgeStar Marketing
Mar 8, 200518 min read
Comparing Eurodollar Strips to Interest Rate Swaps
While interest rate swaps and strips of eurodollar futures can serve as substitutes for each other, use of futures necessarily fosters some
HedgeStar Marketing
Jun 1, 20044 min read
Ways To Test Hedge Effectiveness
For companies that use derivatives to manage financial risk — be it interest rate risk, currency risk or commodity risk — some are lucky and
HedgeStar Marketing
Dec 9, 200315 min read
Accounting and Economics: Will the Twain Meet For Mortgage Originators?
nable financial analysts to understand and assess the economic health and prospects of reporting institutions. In the U.S. the Financial Acc
HedgeStar Marketing
Jun 3, 20036 min read
Hedging With Swaps
A fairly common reason that shortcut treatment is denied, particularly if the swap happens to be a seasoned instrument at the time the hedge
HedgeStar Marketing
May 1, 200311 min read
Basic Strategies for Managing U.S. Dollar/Brazilian Real Exchange Rate Risk for Dollar-Denominated I
Brazilian Real futures and options on futures at Chicago Mercantile Exchange offer a host of risk management strategies appropriate for thos
HedgeStar Marketing
Nov 12, 200221 min read
Calendar Spreads, Outright Futures Positions, and Risk
A futures calendar spread is constructed by simultaneously buying and selling two futures contracts with a common underlying instrument but
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