By combining FX risk management with interest rate hedging, these swaps provide a comprehensive solution for managing liabilities and stabilising cash flows. Key applications for businesses ...
Enhance your knowledge of effective derivative risk management and interest rate instruments through this interactive learning event ... Focusing on topics such as cross-currency swaps, valuation ...
“We don’t quote a price and then decide how to hedge,” said Hamill “When we quote the price we know what the impact will be from a risk management standpoint, aiming to be competitive at every trade ...
Broadly, basis risk is the risk that the value of a futures contract or an over-the-counter hedge will not perfectly offset an underlying position. Other examples abound: interest futures are often ...