Hedge accounting (effectiveness testing with or without spread)

Created by Erik Åkerlund, Modified on Wed, 07 Feb 2024 at 11:03 AM by Elin Stenrud

TS has full support for Hedge accounting. All deals that needs to be tagged with a separate tag and separate accounting rules to GL equity accounts. The effectivness testing is preformed in reports. It is possible to exclude the spread on loans if they are hedged with IRS without spread. 


In the effectiveness report 

  1. Select the report columns applicable 
  2. Check the setting Exclude spread.

Run the report and all column with the setting Exclude spread will show the value excluding the spread effect. 

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