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Search results with tag "Hedge effectiveness"
Basics of Hedge effectiveness testing and …
www.cmegroup.comBasics of Hedge Effectiveness Testing and Measurement 3 WHen is Hedge effectiveness tested? At the inception of the hedge relationship (date of designation), an organization is required to run a
BASICS OF CREDIT VALUE ADJUSTMENTS AND …
www.cmegroup.comBasics of Credit Value Adjustments and Implications for the Assessment of Hedge Effectiveness 3 The challenge with bilateral instruments is that, at any given valuation measurement date, they may