SOFR: Key Characteristics & Hedge Accounting Impacts
As many of our readers already know, SOFR (Secured Overnight Financing Rate) has been selected by the Alternative Reference Rates Committee of the Federal Reserve to replace LIBOR in 2021.
The GTreasury Blog
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Quarter-End Interest Rate Update: What to Expect
In this video, Ruth Hardie, senior director of client services, provides an overview of what you can expect from interest rate swaps given the current large drop in rates.
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How Zero Percent Floors Impact Hedge Programs
On Sunday afternoon, the Federal Open Market Committee (FOMC) reduced its target rate by 100bps to a range of 0-0.25%.
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How the Coronavirus May Impact Your FX Cash Flow Hedge Program
Many companies will be affected by a global pandemic (should it come to fruition)—and a number are already being affected just by the containment efforts.
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The Fed’s Emergency Rate Cut: Impacts on Interest Rate Hedges
On March 3, 2020, the Federal Open Market Committee (FOMC) made an emergency 50bp interest rate cut in response to the Coronavirus’ impact on the U.S. economy.