Hedging interest rate risk using derivatives – swaps, caps, floors and collars overview

Hedging & Risk

Hedging Interest Rate Risk Using Derivatives

Most hedging strategies fail because they don’t match the risk. This report shows how to use swaps, caps, floors, and collars to improve key rate sensitivities and build optimized hedge portfolios.

Paul Stafford & César Cote

May 5, 2026

Hedging interest rate risk using derivatives – swaps, caps, floors and collars overview

Hedging & Risk

Hedging Interest Rate Risk Using Derivatives

Most hedging strategies fail because they don’t match the risk. This report shows how to use swaps, caps, floors, and collars to improve key rate sensitivities and build optimized hedge portfolios.

Authors:

Paul Stafford & César Cote

Measurement of Interest Rate Risk about measuring interest rate risk using deterministic metrics, stress testing, and stochastic yield curve modeling

Hedging & Risk

Measurement of Interest Rate Risk

Whitepaper on measuring interest rate risk using deterministic metrics, stress testing, and stochastic yield curve modeling.

Authors:

Paul Stafford

Optimizing FX Risk Management Cover

Raise & Deploy - Guidance

Optimizing FX Risk Management

Stay ahead of market volatility with proven tactics used by top financial institutions.

Authors:

Mitch Clark & Ashley Groves

The Strategic Value of Hedging Cover

Hedging & Risk

The Strategic Value of Hedging

Unlock Financial Stability and Growth with Strategic FX Hedging.

Authors:

Paul Stafford

The Dual Challenge for LPs Cover

Raise & Deploy - Insights

The Dual Challenge for LPs

Unlock Smarter Risk Strategies for LATAM Investments.

Authors:

Victoria Carbone

Improving Market Simulations with Better Models Cover

Raise & Deploy - Guidance

Improving Market Simulations with Better Models

Accurate simulations, aligned with market behavior.

Authors:

Paul Stafford

FX Hedging for Alternative Funds Cover

Hedging & Risk

FX Hedging for Alternative Funds

Accurate simulations, aligned with market behavior.

Authors:

Matheus Zani

Debt and Debt Service Disaster Cover

Hedging & Risk

Debt and Debt Service Disaster

The Fed’s tools are limited, and the market is flashing warning signs.

Authors:

Paul Stafford

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