Hedge Accounting

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    Regulatory ReportingMarket 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

    Request Portfolio (macro) Hedge Accounting article