Interest Rate Risk

Fixed-Floating Mix & Duration Optimisation

What is the optimal fixed-floating composition and duration for our debt portfolio?

Optimal Hedging Instrument Selection

Which instrument — swap, cap, or collar — is the most efficient way to hedge floating-rate debt?

Prehedging Interest Rate Risk

Does it make sense to prehedge a future bond issuance with a forward-starting swap, and if so — what is the optimal horizon and tenor?