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.
