Banks and large foreign exchange brokers have many FX customers to service, who all want to interact differently. Proactive or reactive? What is the answer?
Recent publicity surrounding Deutsche Bank’s potential mis-selling of complex financial derivative products to an unsuspecting Spanish company highlights again the risks associated with hedging foreign exchange.
Clients often ask what the appropriate credit spread would be when calculating CVA (Credit Value Adjustment) under the current exposure method – we outline our recommended approach for Australia, NZ and UK based organisations.
Many companies use Forward Exchange Contracts (FECs) to hedge forecasted future foreign currency exposures. Learn how Hedgebook makes this easy.
If it is not wise to always hedge via zero-premium collar options and you should never pay a premium to buy outright call and put currency options – what is the right approach?
Learn how FX options lock in the certainty of worst case exchange rate outcomes while allowing participation in favourable rate movements.
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.
Here are three key ways Hedgebook makes life easier for investment fund managers or similar finance functions within a hedge fund, private equity or VC firm.
Since it was first published in 2014 thousands have benefited from this blog’s common-sense approach to a common misunderstanding. It relates to the calculation of foreign exchange (FX) forward points.
Not only are companies struggling with the increased focus on exchange rates, but our auditors are also having to learn new tricks.
Lockdown has made building FX customer relationships a whole lot harder – but does it have to be? Hedgebook asks the question.
Hedgebook takes a look at FVA (Funding Valuation Adjustments) that sit alongside CVA and DVA within the family of derivative valuations.