Derivatives Advisory 

Blue Rose Capital Advisors provides the expert guidance and transparency required to execute derivative solutions. From interest rate swaps to foreign exchange hedges and other derivative products, we can deliver an innovative solution for almost any given debt scenario. In combination with the derivatives valuation, hedge accounting and reporting services of our affiliate, HedgeStar, Blue Rose helps our clients strike the right balance between risk and future economic certainty.

Derivative Solutions

Blue Rose Capital Advisors has proven expertise in a wide range of derivative offerings and structures. While we are predominantly engaged by clients to hedge interest rates, we also create derivative solutions for:

  • Interest rate swaps (including basis and constant maturity)

  • Credit default swaps

  • Asset swaps

  • Trigger swaps

  • Commodity swaps

  • Foreign-exchange (FX) swaps

  • Total return swaps

  • European and Bermudan swaptions (including callable and putable swaps)

Derivatives Advisory Services

From development of a swap policy to monitoring derivatives performance, Blue Rose Capital Advisors acts to bring transparency and expert guidance to our clients. Our derivatives advisory services include:

  • Development of risk management policies, procedures and protocols

  • Education of staff and boards on derivative uses, benefits and risks

  • Analysis of derivative products and swap structures

  • Negotiation of swap documents and selection of counterparties

  • Implementation and unwinding of swaps via competitive or negotiated bid processes

  • Mark-to-market services

  • Compliance with ASC 815 and internal risk management protocols

  • Monitoring of derivative performance and changes in regulatory environment

Qualified Independent Representative (QIR) and Designated Evaluation Agent (DEA)

The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 grants safe harbor when end users of swaps are represented by a Qualified Independent Representative (QIR) or a Designated Evaluation Agent (DEA). Blue Rose Capital Advisors can act as a QIR for Special Entities or a DEA for Non-Special Entities, embracing a fiduciary duty to the swap end user and eliminating conflicts of interest.

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Blue Rose Capital Advisors is an independent financial advisory firm that does not engage in underwriting activities. We are registered with the Securities and Exchange Commission (SEC) and Municipal Securities Rulemaking Board (MSRB) as a Municipal Advisor. Because we have not engaged in underwriting activities in our history, we generally qualify as an Independent Registered Municipal Advisor (IRMA).