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Insights, updates and learnings
Credit conditions worsening means greater materiality of CVA/DVA
19/02/24
Credit conditions worsening means greater materiality of CVA/DVA
A popular blog on the materiality of CVA/DVA which was recently updated to reflect current credit fluctuations and the impact this has on reporting.
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New interest rate risk management functionality
27/11/23
New interest rate risk management functionality
Many corporates use interest rate derivatives to manage their interest rate risk. After a recent surge in organisations using interest rate derivatives to manage their debt position. This sparked the release of new interest rate risk management functionality in Hedgebook.
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Lessons from London: banks, fintechs and going digital
20/10/23
Lessons from London: banks, fintechs and going digital
Hedgebook CEO Richard Eaddy recently spent a few weeks in London catching up with corporate clients, banks, brokers and other fintech providers - here are some of the lessons he learnt.
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Essential hedge effectiveness testing: methods and importance
21/06/23
Essential hedge effectiveness testing: methods and importance
Hedge effectiveness testing is a crucial practice in the world of finance, ensuring the changes in fair value of a hedge adequately offset the changes in fair value of the hedged item. Kevin Mitchell, MD of Hedge Effective Advisory, explores a range of hedge testing methods.
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Our GOAT blog: Calculating fx forward points
27/03/23
Our GOAT blog: Calculating fx forward points
Every year thousands of readers like you benefit from this common-sense approach to the calculation of foreign exchange (FX) forward points. First published 10 years ago, we regularly review and update the FX forward points content – this is the latest edition
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Inflation leads to rapid increase in interest rates
09/08/22
Inflation leads to rapid increase in interest rates
After more than a decade of declines in interest rates, leading to the historically low interest rate environment, the recent reversal has been rapid. But what does this mean for those of us in the business of managing FX risk?
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Hedgebook User Survey: more FX Hedging, more frequently
25/07/22
Hedgebook User Survey: more FX Hedging, more frequently
Five key learnings from this year's Hedgebook Annual User Survey. There are some interesting trends as greater volatility is driving more FX Hedging activity and this is confirmed across our user base.
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Why use an interest rate swap and how does it work?
26/07/21
Why use an interest rate swap and how does it work?
A popular blog first released in 2015, largely to help explain what an Interest Rate Swap or IRS is. Funnily enough – the need to know is just as great today, if not greater.
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FVA Clouds Bank Valuations
15/04/21
FVA Clouds Bank Valuations
Hedgebook takes a look at FVA (Funding Valuation Adjustments) that sit alongside CVA and DVA within the family of derivative valuations.
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16/03/21
HedgebookPro popular features and reports
While we continue to develop new Hedgebook features it's good to take stock of our perennially popular features and reports.
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End of year derivative valuations
22/02/21
End of year derivative valuations
Having first looked at this in 2013 we revisit our analysis of end-of-year derivative valuations and the impact they have.
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Quantifying “better” risk management conversations
11/02/21
Quantifying “better” risk management conversations
Hedgebook helps banks, brokers and others have better FX risk management conversations with their clients using data from its SaaS solution. Find out more here:
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The conundrum of materiality and financial instruments
11/07/19
The conundrum of materiality and financial instruments
Due to the complex nature of financial instruments means that auditors cannot simply rely on the client provided valuations and use these to judge materiality. So how does this translate?
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31/10/17
Interest Rate Profile Tool
One of our favourite roles at Hedgebook is working with our awesome development team to deliver new, cool functionality for our users. Recently we have been working on the development of an interactive tool to aid interest rate hedging reporting and decision making. The inspiringly named (?) Interest Rate Profile...
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06/04/16
LGFA Borrower Note in Hedgebook
It was a fantastic two days rubbing shoulders with the Local Government finance community at the recent SOLGM Strategic Finance Forum in Wellington. It was an opportunity to listen to some of the inspiring initiatives going on in the sector such as the Hamilton City Council/Downer Waikato Infrastructure Alliance and...
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17/04/14
IFRS 7 – Disclosure Requirements of Financial Instruments
A key pillar of Hedgebook’s ethos is to make life easier for corporates in managing and reporting their financial derivative exposures. This approach extends to aiding Treasurers and CFOs comply with the ever increasing compliance requirements of accounting standards. The most recent standard to create further onus on corporates is...
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