With market volatility hitting the headlines and the geopolitical landscape seemingly changing every week, risk management is once more at the forefront of every CFO’s mind.
One instrument that has become an established part of any financial risk management toolbox is the deal-contingent hedge. Deal-contingent hedging emerged in the early 2000s as an efficient way of mitigating the FX risk associated with the time between the signing and closing of a cross-border M&A transaction. Over the last five years – deal-contingent hedges have evolved further, becoming a popular choice for hedging not only FX risk but also interest rates, inflation, and even commodities.
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