Hedge Accounting

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    Market RiskLiquidityCapital AdequacyMargin Management & FTPFinancial PlanningHedge AccountingData Platform

    Overview

    The ALMIS® Hedge Accounting module is a powerful and comprehensive IAS 39 and IFRS 9 compliant hedge accounting solution which minimises the administrative burden and reduces accounting volatility. It is used in particular for IAS 39 macro fair value hedge accounting.

    Features

    • Fair value and cash flow hedge accounting
    • Macro portfolio and Micro hedge accounting
    • Auto Hedge Item Allocation
    • Prospective and retrospective effectiveness testing
    • Yield curve and valuation features
    • Integrates with IRRBB and risk management
    • Automated amortisation adjustment for initial designations
    • PV base hedge ratio calculation over time
    • Accounting journals
    'ALMIS® Hedge Accounting is a strong easy to use module with a lot of flexibility and functionality especially on the interest rate risk side. We also complete our regulatory reporting and COREP on ALMIS® and plan to use it for our Bank of England returns. And since moving to the ALMIS Cloud hosting platform we’ve enjoyed many benefits. It’s quick and reliable and all the software updates are actioned quickly by ALMIS International.'
    Lorraine Shalley - Financial Risk & Regulatory Reporting Manager