Articles

General Risk Management Concerns


Caps: Challenging the Conventional Wisdom that Caps are Too Expensive
Pros and Cons of Hedging Book Values
Managing Risk: Where to start
Managing Risk, Managing Income
Options With Options - Hedging With Options Requires Making Decisions
The Long View-First steps in designing a risk management program
Derivatives Basics
Financial Engineering 101 - How Derivative Contracts Impact Cash Flow
Say When
10 Tenets of Derivatives - Instruments to be Used to Manage Risk
Futures versus Forwards: Implications of FAS 133

Hedge Effectiveness and Accounting Concerns


Hedge Effectiveness Testing Revisited
Disclosures on Derivatives and Hedging Transactions
Market Risk - What Hedgers (and auditors) Should Know About Regression
FAS 133 Hedge Documentation: Points to Consider
What Analysts Need to Know about Accounting for Derivatives
Ways To Test Hedge Effectiveness

Interest Rate Articles


Hedging Bank Portfolios: Framing the Issue
Comparing Apples and Oranges (and Pears)
Choosing Between Interest Rate Swaps and Eurodollar Strips
Hedging Interest Rate Exposures under the Dodd-Frank Regime
This Year’s Model - New Lending Practices and Related Accounting Concerns
Base-Line Solutions for Managing Interest Rate Risks
Switching Caps For Swaps
Attracting Deposits
Assessing Interest Rate Caps
Pricing Swaps: Once Upon a Time…
Free Money
Interest Rate Swaps: Accounting vs. Economics
Long Haul Hedge Accounting
Incorporating Prepayment Risk Considerations When Making Hedging Decisions
Tactical Hedging: A Tricky Balancing Act
Disciplined Hedging - Controlling Interest Rate Risk in an Uncertain World
Accounting and Economics: Will the Twain Meet For Mortgage Originators?
Hedging With Swaps
Hedging Portfolios
Documenting Interest Rate Hedges
Partial-Term Hedging
Impact of Accounting Rules on the Market for Swaps
Comparing Eurodollar Strips to Interest Rate Swaps

Currency Articles


Hedging Cross-Border Balance Sheet Exposures
Hedging Currency Risk for Foreign Assets and Liabilities
Hedging Currency Exposures by Multinationals: Things to Consider
Alternative Hedge Accounting Treatments For Foreign Exchange Forwards
Basic Strategies for Managing U.S. Dollar/Brazilian Real Exchange Rate Risk for Dollar-Denominated Investors
The New World Under FAS 133: Cross-Currency Interest Rate Swaps
Complying with FAS 133 - Hedging Currency Transactions

Commodity Articles


Taking Stock - Hedging Inventories, Hedging Sales
Cross hedging - X Marks the Spot

Trading / Investing with Derivatives


Alternative Investments For Everyman
Long-Only Commodities Add Return? That’s Bull…..
Assessing the strengths of a hedge fund manager
Calendar Spreads, Outright Futures Positions, and Risk
The TED Spread