Articles

General Risk Management Concerns


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


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