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Treasury Services was asked to analyse and judge the interest rate hedging strategies proposed by banks.

The corporation received different alternative hedging strategies from banks without even asking what the risk really was. In many cases the propositions were that complex (examples were Index Swaps) that the derivatives could not be judged on their added value and it was difficult to calculate the Fair Value and Market-to-Market. Next to that the question was, once we have these derivatives in our books, can we sell them to other banks if we don’t need them anymore? Treasury Services supplied the corporation with an analysis toolpack to perform these calculations and Treasury Services supplied a dedicated tailor made training. We also supplied the corporation with a methodology to quantify and measure the risk, and to decide which hedging instruments would be able to decrease / manage the risk.