IAS-39 Hedge Accounting Services


The directive IAS39 regulates how derivatives must be accounted and in particular requires that all derivatives must  be marked-to-market.  The changes in the mark-to-market must be hence taken into account as profits and losses.

We deliver IAS39 hedge accounting reports for your financial instruments over the following asset classes:

  • Interest rates / Inflation-linked derivatives
  • Credit derivatives
  • Fixed income
  • FX derivatives
  • Equity
  • Structured/Exotic Products
  • Energy Derivatives

Our services consist of quarterly or semestral reports containing a valuation of  the hedge effectiveness  and the mark to market of your derivatives contracts  portfolios.

For more information contact us.