Fair Value Hedge: Fixed-Rate Debt Swapped to Floating
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Lessons in this course
- Why Hedge Accounting? Profit Volatility with and without ItFree
- Fair Value Hedge: Fixed-Rate Debt Swapped to Floating Pro
- Cash Flow Hedge: Forecast EUR Purchase, OCI Reserve & Reclassification Pro
- The Lower-of Test: Splitting the Effective and Ineffective Portion Pro
- Effectiveness Testing: Dollar-Offset 80–125% and Regression with SLOPE & RSQ Pro
- Hedge Ratio and Rebalancing: Proxy Hedging with SLOPE Pro
- Net Investment Hedge (Simplified): EUR Loan vs EUR Subsidiary Pro
- Hedge Disclosures and the OCI Reserve Roll-Forward (with Waterfall Chart) Pro