GTreasury Blog – Page 6 of 11 –

Hedging with Helen: Future Issuance of Fixed-Rate Debt

Today, we’re going to be talking about the future issuance of fixed rate debt.
Hedging with Helen: Currency Cash Flow Hedging & Quarterly Hedge Periods

Welcome back to Hedging with Helen. Today we’re going to be talking about currency cash flow hedging and the quarterly hedge period.
Hedging with Helen: Identifying Exposure Tenor

Welcome. Today, we’re going to be talking about identifying the tenor of your exposure. Where does it begin and where does it end?
Hedging with Helen: Balance Sheet Performance Reporting

Welcome back to Hedging with Helen. Today we’re going to talk about currency balance sheet hedging, and, specifically, we’re going to talk about the performance reporting around balance sheet hedging.
Hedging with Helen: Blend & Extend Transactions

Welcome back to Hedging with Helen. Today, we’re going to be talking a little bit about interest rate cash flow hedging. I specifically want to talk about a blend and extend.
Hedging with Helen: How to Set a Budget Rate

Today, I’d like to talk to you about the use of a budget rate and how to set the budget rate.
Hedging with Helen: Setting FX Risk Management Objectives

Today, I’m going to be talking about objective setting. And when we’re talking about FX policies, a lot of times – almost universally, I guess – I see the objective in the policies to mitigate FX risk, and it’s not really clear what it is we’re communicating to the board of directors who is the […]
SOFR Readiness Checklist: Time to Act

With the transition from LIBOR in full swing, the time to act is now. New transactions starting in January 2022 will not be based on LIBOR. Some financial institutions are using SOFR, but there are other reference rates being used, causing market confusion and changing risk profiles.
Hedge Risk with Derivatives: 3 Benefits for Credit Unions

Thanks to changes in accounting rules and the NCUA’s derivatives rule, more and more credit unions are empowered to use derivatives to hedge interest rate risk. In this blog, we discuss three reasons why you should include hedging in your interest rate risk management strategy.
IR Risk Management for Credit Unions: Leveraging Derivatives

Credit unions: Have you considered using derivatives to manage your interest rate risk? Many have generally shied away from this strategy—until now. In this blog, we highlight the benefits and discuss how to get started with this helpful interest rate risk management tool.
US Markets Building Liquidity in the SOFR Market

On Friday, the CME announced they will start publishing Term SOFR Rates for 1-month, 3-month and 6-month tenors.
FCA, IBA & ISDA Announcement About LIBOR Discontinuance

Friday, March 5, 2021, the official groundwork was laid to discontinue LIBOR by the FCA, IBA and ISDA.
Top 5 Common FX Risk Management Mistakes

As companies implement and run foreign currency (FX) risk management programs, they need to be aware of some common mistakes. Not all treasuries will encounter every mistake, but they are sure to encounter at least one of these—if not now, then in the not-too-distant future.
LIBOR Extended Through June 2023

In unexpected news today, the end of USD LIBOR has been extended to June 30, 2023.
FASB Proposes ASU Expanding Reference Rate Reform

Late last week, the Financial Accounting Standards Board (FASB) issued an exposure draft expanding the scope of Topic 848 to include derivatives that are discounted, but not reset, using rates subject to reference rate reform (RRR). The proposed amendments target contracts with calculations (other than resets) referencing IBOR rates, e.g. margining, discounting or price alignment.