Foreign Exchange Risk in 2016: Laying the Foundations for Managing Value

LinkedIn Pulse: Foreign Exchange Risk in 2016: Laying the Foundations for Managing Value
By Victoria Bell
March 3, 2016
 

With the UK Referendum on EU membership scheduled for 23 June 2016, currency volatility is front and centre of many companies’ agendas. However, for businesses with multi-currency operations, volatility has been a


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IFRS 13: Non-Performance Risk in IR & FX Derivative Valuations

IFRS 13: Incorporating Non-Performance Risk in Interest Rate and Foreign Exchange Derivative Valuations in Accordance with IFRS 13
December 2014

The objective of this white paper is to discuss the process, methods, and assumptions used to incorporate non-performance risk in valuations of interest rate and foreign exchange derivatives in accordance with the provisions


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Derivatives Regulation Case Study: Regulatory Compliance Assessment

Derivatives Regulation Case Study: Regulatory Compliance Assessment
Our Client:
A Fortune 100 technology company with international operations and multiple hedging programs involving exchange-traded and over-the-counter (OTC) derivatives across different asset classes, including foreign exchange, interest rates, and credit.
Situation:
The company was concerned about the impact of new derivatives regulations on its hedging programs, including


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Best Practice Analysis of Credit Valuation Adjustment (CVA) Methodologies Under ASC 820 (formerly FAS 157)

The whitepaper provides a thorough analysis of the five identified CVA methods for both foreign exchange and interest rate derivatives…  Download this White Paper


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