Wallet

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NeuGroup’s Assistant Treasurers’ Leadership Group tackles managing banks and the corporate wallet.

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Risk Management

Finding the Sweet Spot in FX Hedging

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October 31, 2018

Case study: Adding options to layered forward hedges slices FX volatility.

Corporate treasuries, especially in the US, tend to use options in limited situations. But new research by Standard Chartered concludes that mixing options into a layered-forwards hedging strategy significantly reduces foreign-exchange (FX) volatility.

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