Menu

Home
About
Customer Stories
Contact
Client Login

The Hedgebook collection

Insights, updates and learnings
IFRS 7 – Disclosure Requirements of Financial Instruments
12/06/24
IFRS 7 – Disclosure Requirements of Financial Instruments
The focus of this blog post (which we updated in 2024) is IFRS 7 disclosure requirements and specifically the quantitative disclosures in assessing the risks faced by an entity in regards to its financial instruments.
Read more
IFRS 13: Fair value measurement – Credit Value Adjustment
29/05/24
IFRS 13: Fair value measurement – Credit Value Adjustment
We examine IFRS 13 as it relates to the Credit Value Adjustment (CVA) of a financial instrument including fair value measurement - reflecting greater focus on the impact of counterparty credit risk post GFC.
Read more
Credit Value Adjustment
27/05/24
Credit Value Adjustment
Credit Value Adjustment or CVA has been around for a long time. However, the introduction of the accounting standard IFRS13 in 2013, drove a requirement to understand it a bit better. This is a quick overview of what you need to know.
Read more
Lies, damned lies and valuations
21/05/24
Lies, damned lies and valuations
We take a look at one of the key questions auditors ask: “why is there a difference between the bank valuation and the Hedgebook valuation (or any other system’s for that matter)?” We explore a selection of reasons that can lead to differences. 
Read more
Hedgebook Interest Rate Swap Tutorial – with Example
23/04/24
Hedgebook Interest Rate Swap Tutorial – with Example
This easy to read guide - based on our interest rate swap tutorial eBook - is a great place to start understanding everything related to IRS (interest rate swaps). Not only covering how IRS work but valuations and reporting as well.
Read more
Year End: Financial Instrument Check List
23/02/24
Year End: Financial Instrument Check List
As the end-of-year compliance burden grows for Australian and New Zealand organisations, we put together a practical check list for those exposed to financial instruments such as FX forwards, FX options and interest rate swaps.
Read more
Worsening conditions means greater materiality of CVA/DVA
19/02/24
Worsening conditions means greater materiality of CVA/DVA
We recently took the time to update this popular blog on the materiality of CVA/DVA to reflect current credit fluctuations and the impact this has on reporting. A short read to get you up-to-date.
Read more
New interest rate risk management functionality
27/11/23
New interest rate risk management functionality
Many corporates use interest rate derivatives to manage their interest rate risk. A recent surge in organisations using interest rate derivatives to manage their debt position has renewed interest in this topic.
Read more
Lessons from London: banks, fintechs and going digital
20/10/23
Lessons from London: banks, fintechs and going digital
Hedgebook CEO Richard Eaddy recently spent a few weeks in London catching up with corporate clients, banks, brokers and other fintech providers - here are some of the lessons he learnt.
Read more
Essential hedge effectiveness testing: methods and importance
21/06/23
Essential hedge effectiveness testing: methods and importance
Ensuring the changes in fair value of a hedge adequately offset the changes in fair value of the hedged item can be critical. Kevin Mitchell, MD of Hedge Effective Advisory, explores a range of hedge testing methods.
Read more
What Auditors Look For in Valuing Financial Instruments
05/05/23
What Auditors Look For in Valuing Financial Instruments
Hedgebook proudly works with 75% of the UK’s top thirty audit firms. Hedgebook Audit is also used by auditors around the world.  Customers discussions reveal five main reasons auditors use Hedgebook.
Read more
The Complete Guide to Calculating fx forward points
27/03/23
The Complete Guide to Calculating fx forward points
Every year thousands of readers like you benefit from this common-sense approach to the calculation of foreign exchange (FX) forward points. First published 10 years ago, we regularly review and update it.
Read more
Inflation leads to rapid increase in interest rates
09/08/22
Inflation leads to rapid increase in interest rates
After more than a decade of declines in interest rates, leading to the historically low interest rate environment, the recent reversal has been rapid. But what does this mean for those of us managing FX risk?
Read more
Hedgebook User Survey: more FX Hedging, more frequently
25/07/22
Hedgebook User Survey: more FX Hedging, more frequently
Five key learnings from this year's Hedgebook Annual User Survey. There are some interesting trends as greater volatility is driving more FX Hedging activity and this is confirmed across our user base.
Read more
Why use an interest rate swap and how does it work?
26/07/21
Why use an interest rate swap and how does it work?
A popular blog first released in 2015, largely to help explain what an Interest Rate Swap or IRS is. Funnily enough – the need to know is just as great today, if not greater - so we've taken the time to do an update.
Read more
Funding Valuation Adjustments Cloud Bank Valuations
15/04/21
Funding Valuation Adjustments Cloud Bank Valuations
Hedgebook takes a look at FVA (Funding Valuation Adjustments) that sit alongside CVA and DVA within the family of derivative valuations. Is it immaterial? Or are you over-investing in being compliant?
Read more

Want to know the latest? Sign up to our newsletter.

Get irregular, sometimes irreverent, updates from the Hedgebook team.
Sign up now