Macro hedging: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
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.)
Line 1: Line 1:
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.


See also