Capella Interest Rate (IR) Hedge Accounting & Valuation Software
Designed to support Treasury and Accounting departments at both fast-growing and established institutions, CapellaIR automatically generates month-end derivative accounting reports including CVA, SOX controls and qualitative effectiveness testing. Additionally, on-demand valuation reports including cash flow details by period can be produced on a daily basis within minutes.
The results? Increased operational efficiency; significant cost reductions; standardized controls; and compliance with U.S. GAAP, as well as audit interpretations and expectations.
Hedge Trackers’ CapellaIR and Consulting offers solutions for all aspects of interest rate hedge accounting, including:
- Journal Entries — SOC 1 compliant journal entries including independent market valuations with CVA and a SOX control section that strengthens your internal controls.
- Disclosures — Whether you need quantitative tables or qualitative disclosure support, our staff is here to assist.
- Pre-Trade Analysis — Independent review and analysis of your interest rate exposures and pro-forma derivatives ensuring that both the economics and the accounting are compatible with your risk objectives.
- Analytics — Expertise tailored to your business to assist your team in evaluating your derivatives and underlying interest rate risks.
- Valuations — Independent valuations using CapellaIR, up to date market data, and applicable credit spreads.
Why Capella Interest Rate Hedge Accounting & Valuation Software?
- Accurately and quickly model and value even the most complex and nuanced swaps, caps and collars.
- Perform once-difficult tasks, like curve stripping and CVA adjustments, in seconds.
- Output full and accurate journal entries, not just partial information for another system.
- Confidently embrace changes to GAAP standards; CapellaIR is updated on a regular basis.
- Facilitate cross-departmental cooperation and collaboration between Treasury, Accounting, Tax and FP&A.
- Enjoy support from the leading minds in hedge program management, consulting and derivative accounting.
- Reduce burden on IT and deployment time with a secure, compliant, cloud-based solution.