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  • OIS Curve and Implementation Issues

    In the wake of the recent financial crisis and subsequent Dodd-Frank requirements, there has been an increased focus on risk and credit measurement in derivatives markets. This has caused the market to transition from the use of traditional LIBOR towards using the OIS (Overnight Indexed Swap) curve for discounting derivative cash flows. The OIS curve […]

  • Picking the Right Hedge for the Right Exposure

    There are many exposure types and an even greater number of hedge strategies that can be deployed to mitigate their potential risk. This article describes a basic framework for assessing which hedge strategies might best be suited to cover various exposure types. Essentially, this process comes down to a few relevant questions: