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Hedging with IRS
Hi David @David Harper CFA FRM , according to ESMA's below paragraph interest rate swap can be used as hedging ınstruments but I do not get it well how risk reduction can be achieved while having a fixed payer investment such as fixed coupon bond that is changed for floating? Is there a...- Faruk
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- Replies: 0
- Forum: P2.T5. Market Risk Measurement & Management
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Learning Spreadsheet chapter 3
Hi David, In Learning Spreadsheet chapter 3, there is no anything about bootstrapping, age weighted and volatility weighted HS. Is it possible that you could update it with those resources too @David Harper CFA FRM Thanks in advance- Faruk
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- Replies: 2
- Forum: P2.T5. Market Risk (25%)