Hedge accounting decides whether a sound economic hedge reads as volatility in the profit and loss account.
Overview
Who this is for
Finance teams reporting under IFRS 9, UK GAAP or US GAAP that hold derivatives and need valuations, documentation and effectiveness testing that will stand up to an audit.
The traditional way
Valuations come from the counterparty that sold the instrument. Hedge documentation is written after the trade, and the first real test of it is the auditor question.
The Audere approach
We value the instruments independently, write the hedge designation before the trade rather than after it, and run effectiveness testing on a schedule that matches your reporting calendar.
How we work
We review the existing portfolio and documentation, set up designations and testing for new hedges, and deliver valuations and test results each reporting period.
What you receive
Independent valuations, hedge designation documentation, effectiveness test results, and the disclosure support your auditor asks for.
The platform module behind it
[CONFIRM S7: which Audere Analytics module supports hedge accounting and reporting, if any]
IFRS 9 documentation and effectiveness testing from the same data the trades were priced on.
