November 19, 2018

Secured Overnight Financing Rate (SOFR) Overnight Index Swap (OIS) Rate as a Benchmark Interest Rate – Does it impact my hedge program?

Posted by Ruth Hardie
With the LIBOR rate continuing to phase out, FASB announced last month that they have added the Secured Overnight Financing Rate (SOFR) Overnight Index Swap (OIS) rate, as a benchmark interest rate to the list available for fair value hedging....
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November 16, 2018

Overnight Index Swap Rate Joins List of U.S. GAAP's Hedge Accounting Benchmarks

Posted by Ruth Hardie
As seen in WG&L Accounting & Compliance Alert, Thomson Reuters/Tax & Accounting.
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October 18, 2018

Pros and Cons of ‘Blend & Extend’ for Interest Rate Swaps

Posted by Ruth Hardie & Glenn Suarez
*Originally Published on March 21, 2016. The idea of "blend and extend" continues to be a popular topic, and for good reasons. In light of the new rules, however, we've updated this popular classic for accuracy and comprehensiveness.  In recent...
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September 13, 2016

IR Hedgers: What You Need to Know About the New Hedge Accounting Exposure Draft

Posted by Ruth Hardie
Hedge accounting is changing – for the better, no less! There are a few items in FASB’s Sept. 8 Exposure Draft that should be noted, as these will affect all interest rate hedgers taking special hedge accounting:
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September 13, 2016

The Forest & The Trees: Keeping Your Cash Flow Hedge Program in Perspective

Posted by Sandra Koch
Every cash flow hedge program begins with the best intentions: Reducing the impact FX, interest rate or commodity volatility has on anticipated revenues and expenses.
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August 10, 2016

Volatility and Interest Rate Hedging

Posted by Helen Kane
Major world events – like the recent “Brexit” vote – often wreak havoc on interest rate markets. Some produce a swift drop in rates. Others precipitate a general rise. Many are mixed. The only consistent, predictable element is unpredictability. ...
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February 02, 2016

Restructured Swaps: What Can You Expect?

Posted by Ruth Hardie
In recent months, a trend has emerged: More and more companies are restructuring their pay-fixed receive-floating swaps by shifting the floating leg from the three-month LIBOR rate to the one-month LIBOR rate.
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December 15, 2015

Treasury Turnover: Who Should I Call?

Posted by Jim Shepard
One of the biggest advantages of utilizing Hedge Trackers’ integrated hedge program consulting and software is the ability to efficiently address turnover and temporary absences in the Treasury or Accounting department. That can mean one of two...
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