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Rule 18f-4: Trimming Hedges—Hedges Excluded from Derivatives Exposure

By Perkins Coie on July 30, 2021
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By Stephen A. Keen and Andrew P. Cross

Our post on the derivatives exposure equation began with a separate equation concerning interest rate and currency hedges. This post explains the significance of this equation and what hedges should be excluded from a fund’s derivatives exposure. Our next post will address hedges included in derivatives exposures before we raise some interpretive questions about how the exclusion should be applied.

Continue to the full blog post at The Asset Management ADVocate.

Good day.  Good to know what is excluded and what is not…even if it is not alot.  DR2

  • Posted in:
    Banking, Finance and Securities
  • Blog:
    Derivatives & Repo Report
  • Organization:
    Perkins Coie LLP
  • Article: View Original Source

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