Verasis modules

Hedge Effectiveness

Verasis Risk Hedge Effectiveness enables you to define, test and maintain the effectiveness of Hedge Structures and Relationships.

The Verasis Hedge Effectiveness module gives you the ability to:
  • Reduce the impact of derivative market value volatility on the profit and loss
  • Meet the hedge accounting requirements of IFRS9 / IAS39 / FAS133 with a minimum of fuss and resource
  • Manage the hedge relationships maintained across multiple systems in a single environment
  • Efficiently model and profile the retail / corporate balance sheet for Hedge Effectiveness purposes
  • Perform prospective and retrospective testing in a single environment