Capella’s Regression Library provides the required prospective and retrospective effectiveness assessment directly from the system…
U.S. and International GAAP requires cash flow and fair value hedge relationships to be supported by prospective and retrospective effectiveness assessments. Capella’s regression library supports the ongoing application of hedge accounting for your hedge relationships.
Capella Foreign Currency captures the appropriate effectiveness testing for both prospective and retrospective testing by statistically evaluating the impact of timing differences between your derivative and hedged item(s).
Request a dynamic derivative accounting demo or download a Capella Brochure.
