The Corporate Hedge toolbox has been developed to cover most requirements faced by corporations resulting from the use of financial instruments and includes full coverage of the following markets: Currency, Interest Rate, Commodity.
Valuation: Mark-to-market your financial instruments portfolio with best-of-breed valuation methods. Credit Valuation Adjustment calculations incorporating credit enhancement techniques such as netting and collateralization. Easily perform sensitivity analysis. Customized reporting.
Hedge Accounting: Corporate Hedge allows you to meet many of the documentation requirements necessary to qualify for hedge accounting under IFRS and US GAAP.
Designation: Gain control of your hedging relationships. Easily capture and associate hedging derivatives and the hedged items, which are defined and designed according to your requirements.
Effectiveness Testing: Easily perform prospective and retrospective effectiveness tests based on robust techniques utilizing historical data. View and extract to Spreadsheets statistical measures associated with effectiveness testing and drill down to detailed historical scenario results. Accommodates both Cash Flow and Fair Value hedging strategies.
Accounting: Calculate and account for Basis Adjustments, OCI and Ineffectiveness for each hedging relationship. Manage OCI releases to income. Manage Basis Adjustments and OCI amortization to income following early termination of hedging relationships. Drill-down from account summaries into to the detailed results for a single hedging relationship. From accounting entry creation up to the transfer to the G/L according to ERP format specifications, get a robust auxiliary that fully supports and automates your hedge accounting activity.
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