Derivative Accounting & Hedge Program Management

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.

Capella Interest Rate: Hedge Accounting & Valuation Software by the Industry Leaders

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