Day: July 30, 2022


Things You Can And Can not Use Your Risk Management For

As hedges are sometimes carried out on brief maturities (as much as 1 12 months) and solely high credit score quality (A- minimal ranking requirement) counterparties are utilised, counterparty credit score risk is expected to have minimal effect on hedge valuations. As a consequence of some underlying hedged money flows having longer maturities than associated […]

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