Macro hedging: Difference between revisions
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imported>Doug Williamson (Create the page: Source: IASB Discussion paper Snapshot: Accounting for Dynamic Risk Management: a Portfolio Revaluation Approach to Macro Hedging; http://www.ifrs.org/Current-Projects/IASB-Projects/Financial-Instruments-A-Replacement-of-IAS-39-Fina) |
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The hedging of interest rate risk on a portfolio basis, rather than at the level of individual assets and liabilities. | The hedging of interest rate risk on a portfolio basis, rather than at the level of individual assets and liabilities. | ||
Macro hedging takes account of natural offsets within the portfolio, reducing the amount of external hedging needed. | |||
== See also == | == See also == | ||
* [[Hedging]] | * [[Hedging]] | ||
* [[Natural hedge]] | |||
* [[Portfolio revaluation approach]] | * [[Portfolio revaluation approach]] | ||
* [[Risk management]] | |||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Latest revision as of 17:02, 29 August 2024
The hedging of interest rate risk on a portfolio basis, rather than at the level of individual assets and liabilities.
Macro hedging takes account of natural offsets within the portfolio, reducing the amount of external hedging needed.
