Schlagwort: Configuration: Documentation on Hedged Item Level

Posted on: März 25, 2020 Posted by: admin Comments: 0

Hedge Accounting for Exposures

Historically the Hedging Relationship in transaction THMEX has always been set up at the level of the Hedged Item and exactly one derivative. At that level effectiveness was tested and accounted for. Market practice has shown that from a process perspective it is demanded to designate several derivatives including those in opposite direction to better reflect variations in Exposures over time. Hedge category: Cash Flow Hedge Risk category: FX risk…