Interest-Rate Articles
Hedging Currency Risk for Foreign Assets and Liabilities
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
Paved with Good Intentions
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
The TED Spread
Comparing Eurodollar Strips to Interest Rate Swaps
Currency Articles
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
Equity Articles
Determining the Relevant Fair Value(s) of S&P 500 Futures
Articles Relating to General Derivatives Markets
Hedging Interest Rate Exposures under the Dodd-Frank Regime
Taking Stock - Hedging Inventories, Hedging Sales
Disclosures on Derivatives and Hedging Transactions
Options With Options - Hedging With Options Requires Making Decisions
On the Fence: To hedge, or not to hedge
Alternative Investments For Everyman
The Long View-First steps in designing a risk management program
Derivatives Basics
Long-Only Commodities Add Return? That’s Bull…..
Financial Engineering 101 - How Derivative Contracts Impact Cash Flow
Cross hedging - X Marks the Spot
Say When
Paved with Good Intentions
Market Risk - What Hedgers (and auditors) Should Know About Regression
Watching Out for FAS 157: Fair Value Measurement
Hedge Effectiveness - The Wild Card in Accounting for Derivatives
Assessing the strengths of a hedge fund manager
10 Tenets of Derivatives - Instruments to be Used to Manage Risk
FAS 133 Hedge Documentation: Points to Consider
What Analysts Need to Know about Accounting for Derivatives
Ways To Test Hedge Effectiveness
Calendar Spreads, Outright Futures Positions, and Risk
Hedge Effectiveness Testing - Using Regression Analysis
The Impact of FAS 133 on the Risk Management Practices of End Users of Derivatives - Survey Results
Risk Management - Getting Started
FAS 133: System Worries
The 80/125 Problem
Meeting the “Highly Effective Expectation” Criterion for Hedge Accounting
Futures versus Forwards: Implications of FAS 133
The Fallout from FAS 133
Implementing FAS 133: From Theory to Practice