Hedging
Investors hope US rate cuts will lower FX hedging costs
European investors in US assets set to boost hedge ratios as implied yields rise
Disaster insurance swaps
This paper proposes a novel contract, called disaster insurance swaps, to help insurance and reinsurance firms hedge extreme-weather-related liabilities.
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff
Bunds’ hedging role for euro swaps still in question
Dealers seek ultimate hedge for euro swaps amid EGB rush following Trump tariffs
DC hedges return amid tariff pause
Following a sharp drop in public deal flow in April, dealers say interest has come roaring back
Back-to-back hedging is back on the table for autocall issuers
Deal activity is picking up as prop shops compete with hedge funds for structured products risk
European investors ramp up FX hedging as ‘dollar smile’ fades
Analysts at one bank expect average hedge ratios to jump from 39% to 70% within six months
Dollar dip erodes AmEx’s overseas hedges by $198m
FX swaps shielding foreign equity stumble as greenback retreats
Patience pays off for XVA desks in wild week of tariff swings
Dealers avoided knee-jerk reactions that could have caused credit spreads to widen further
Index CDS trading nearly doubles as tariffs spook market
Turnover ebbed in single-name contracts as iTraxx and CDX volumes climbed rapidly last week