Hedge Accounting

Accounting made simple

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

Hedge Accounting Screenshot

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.

Hedge Accounting Optimal Economic Hedge

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.

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

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

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.
Christopher Philips

Valley Bank

DerivativeEDGE has changed the game

Robust compliance

An auditable and robust system of record helps you automatically satisfy your Dodd-Frank compliance requirements.

White-labeled documentation

Reset and payment notices, mark-to-market statements, and more are easily generated with your branding.

Centralized document repository

All your information and documentation is stored and accessible in one place available anytime.

Simple presentation generation

Quickly generate beautiful presentations for your borrowers and term sheets for your Street counterparties.

Live market data and analytics

The tools and market transparency you need to close the trade.

Customizable workflows

A highly customizable workflow engine that works for your internal process to address every step of the trade lifecycle.

Automated tasks

Save time and money with efficient daily tasks and monthly reporting and reconciliation processes.

Automated trade reporting

Connect to the Global Trade Repository to automatically submit trades to the GTR to meet Dodd-Frank regulations.