Reduce Your Financial Risk Exposure Through CVA
Free whitepaper: Basics of Credit Value Adjustment and Impacts on Hedge Effectiveness Testing — prepared by KPMG LLP
Accounting regulations require that you include a Credit Value Adjustment (CVA) in your hedge effectiveness testing calculations. It's only a matter of time before your auditors begin asking how you incorporated CVA in the assessment of your hedge's effectiveness. Are you prepared?
This whitepaper gives you a complete review of the basics of credit value adjustment and its implications for your hedge effectiveness testing - straight from the experts at KPMG.
With The Basics of CVA and Impacts on Hedge Effectiveness Testing – Part 3 of 7, you will learn:
- How credit value adjustment helps you value your OTC derivatives accurately
- Which CVA valuation approach to use & popular calculation tools
- How to overcome the challenges surrounding credit value adjustment and hedge accounting
- Why U.S. and International hedge accounting standards (including ASC 815 and IFRS 9) influence which CVA valuation method to use
- How credit value adjustment impacts your hedge effectiveness tests
Including CVA in your hedge effectiveness testing does not have to be a cumbersome, time-consuming process. Learn how - Get The Basics of CVA and Impacts on Hedge Effectiveness Testing today.