Most hedging strategies fail because they don’t match the risk. This report shows how to use swaps, caps, floors, and collars to improve key rate sensitivities and build optimized hedge portfolios.
Authors:
Paul Stafford & César Cote
Hedging & Risk
Measurement of Interest Rate Risk
Whitepaper on measuring interest rate risk using deterministic metrics, stress testing, and stochastic yield curve modeling.
Authors:
Paul Stafford
Raise & Deploy - Guidance
Optimizing FX Risk Management
Stay ahead of market volatility with proven tactics used by top financial institutions.