Under / Over hedge in Interest Rate Management

This topic has 1 reply, 2 voices, and was last updated 11 years ago by John Moffat.

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May 27, 2015 at 1:32 am #249375
P4
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Hello John,

Can you please explain what are we supposed to do if we Over or Under Hedge in Intrest rates. In currencies we buy/sell the currencies at the forward rate, is there some adjustment in Interest rates aswell?
May 27, 2015 at 8:40 am #249464
John Moffat
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No – that problem only exists for currency hedging.
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