Effective balance sheet hedging in the current climate

June 8, 2020 Greg Martell
BAI Banking Strategies
 



Effective balance sheet hedging in the current climate
June 8, 2020
 

Even before the coronavirus pandemic escalated in early March, market participants expected that there would soon be a decline in interest rates. Many assumed that the late stage of the business cycle would be the impetus for the decline, leading to a possible recession in 2021. To prepare for this market event, many began implementing hedging strategies, lengthening the duration of floating-rate assets.

About the Author

Greg Martell

Greg Martell is a director and serves on Chatham’s Balance Sheet Risk Management practice. Since joining Chatham in 2015, Greg has held several roles advising financial institutions and most recently has worked on developing and executing strategies to manage complex economic risks. Greg previously worked at SEI Investments Company as an Investment Analyst on the Advisory Team for the Institutional Group. In this role, he constructed strategic asset allocations and provided investment advisory services for non-profits and defined benefit plans. Greg graduated from Ursinus College with degrees in Mathematics and Business & Economics with a minor in statistics. Greg is a CFA Charterholder

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