William WebsterJul 303 min readHedgingCutting It OutMany years ago, when I was trading swaps, we received some unusual enquiries from a certain type of bank. This led to many swap...
William WebsterMay 6, 20234 min readHedgingHedging Mortgages with Swaps: Cash Flow Hedging vs. Basis Point Value HedgingHedging mortgages with swaps is a common practice for financial institutions looking to manage interest rate risks associated with their...