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) |
imported>Doug Williamson (Expand.) |
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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. | |||
Revision as of 19:14, 30 October 2016
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.
