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.

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Our cutting edge platform is backed by our experienced team

Need help in early adoption of the new hedge accounting rules, including amending hedge documentation and calculating transition entries? We are here to help.

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We were impressed with the functionality of the software, including the artificial intelligence-enabled automation of various operational tasks.

Pat Hennelly

Wintrust

SVP of Capital Markets

Through their trading platform and industry expertise, Derivative Path delivers the ideal combination of execution and technology platform for all rate hedging.

Ed Furman

FIRST BANK

Chief Investment Officer

We needed a system that would reduce the time spent on a number of our front- and back-office responsibilities through automation, allowing our team to grow our business without forgoing the quality customer service.