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Hedging risk-free rates

26 March 2024 / Author(s): Ann Battle
Issue: January 2022 / Categories: Feature

In this article, Ann Battle considers the steps ISDA has taken to update its standard interest rate definitions for use in derivatives confirmations to include various floating rate options for different forms of risk-free rates and related provisions. These updates allow for consistency with the approaches expected in the cash markets and therefore facilitate precise hedging of cash instruments referencing risk-free rates.

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