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All posts by Jawwad Farid

Comparing-Participating-forward-payoff-options

The case for participating forwards

The case for participating forwards This week we took a deep look at a number of common structured products and their hedge effectiveness. One product stood out in terms of its performance – the unconventional participating forward contract. Traditionally when we look at hedging structures

TARF-Forward-Hedge-Effectiveness-Model-compare

TARF hedge effectiveness model

TARF Hedge effectiveness model. This is our second post in the TARF hedge effectiveness series and in the treasury candidates assessment series case. To catch up with the case please see the original TARF case study that defines the client requirement as well as available

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