Derivatives Archives

The case for participating forwards

3 mins read This week we took a deep look at a number of common structured products and their hedge effectiveness. One product

8 mins read For business school students taking the treasury product exam or preparing for a trading desk interview, the USD JPY pair

5 mins read This is our second post in the TARF hedge effectiveness series and in the treasury candidates assessment series case. To

8 mins read A case study There are some common questions that repeatedly get posed in my treasury products class about the variations

5 mins read Dual Currency Deposits (DCD) are structured products that allow an investor to earn an increased interest rate as compared to

4 mins read The third part of the Big Short Case Study. This post traces the origin of the mortgaged backed CMO CDO CDS