Interest Rates Are Rising: Lock In Rates Now with IR Hedging
The Federal Open Market Committee (FOMC) is set to meet on May 4, 2022 – and it’s looking like the fed funds rate will rise (again).
The GTreasury Blog
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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.
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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.
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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.
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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.