Hedge accounting software

DerivativeEDGE makes hedge accounting compliance a simple process so you can focus on the economics of managing financial risk.

Easily create and modify hedge instruments

Create new and existing hedge relationships

Create a hedge instrument and pair it with an exposure to form a new hedge relationship and easily modify existing hedge relationships, including non-vanilla hedge relationships such as blend-and-extend transactions.

Generate inception packages

Automatically generate an inception package, including the hedge accounting election memorandum and the initial effectiveness assessment.

FX hedge accounting

Test your FX hedge accounting transactions including cash flow, fair value, and net investment hedge accounting relationships using either the spot or forward methods.

Swaps with embedded options

For exposures with embedded floors, quickly analyze the economic impact of including the floor or a partial term floor in the hedge instrument.

Find the optimal economic hedge

Generate multiple effectiveness assessments to confirm economic and accounting objectives can be met.

Automated month-end journal entries

We are leading the way in helping clients understand ASU 2017-12 and ASC 848 on Reference Rate Reform. Receive automated month-end journal entries and effectiveness assessments. Our team of experts will keep an eye on evolving hedge accounting guidance for you.