by Lisa Wallace
Beginning this month, Hedge Trackers’ outsourcing clients will be able to access our complete regression library online. On-line access to appropriate effectiveness testing protocols is essential to keep our clients up-to-date on all documentation and hedge accounting requirements. Having access to the entire library ensures that all hedging relationships are represented, even as timing slips or new strategies are employed. FX forwards and options (both exclude time value and include time value) will be available for all currency pairs traded by clients. Additionally, both US GAAP and IFRS compliant regressions are available.
Outsourcing clients will receive access instructions and training related to this powerful new tool. Any questions regarding the regression library may be directed to your derivative accountant.