Hedge effectiveness and accuracy you can trust

ALMIS® Hedge Accounting is an accounting standards compliant solution, specialising in Fair Value Macro and Cash Flow Hedge accounting.
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The accounting standards for hedge accounting are complex and can be resource intensive to operate

The ALMIS solution removes the administrative burden with a turn-key, yet flexible and powerful solution that can minimise accounting volatility:

  • Manage multiple asset and liability hedge portfolios
  • Flexible and configurable matching criteria
  • Turn-key prospective and retrospective effectiveness testing
  • Requisite accounting journal entries for booking in General Ledger

Key benefits

  • IFRS 9 / IAS 39 compliant solution
  • Fully transparent and documented methodology
  • Track record of successful audits by all major audit firms

    • Used by banks for 15 years to minimise their administrative burden and reduce accounting volatility

    An accounting standards compliant Hedge Accounting solution used in particular for IAS39 macro fair value hedge accounting.

    • Fair value and cash flow hedge accounting
    • Macro portfolio and Micro hedge accounting
    • Auto Hedge Item Allocation
    • Prospective and retrospective effectiveness testing
    • Yield curve and valuation features
    • Integrates with IRRBB and risk management
    • Automated amortisation adjustment for initial designations
    • PV base hedge ratio calculation over time
    • Accounting journals

     

    Support Services

    Software as a Service

    Depending on your user and performance needs, we can offer a broad range of hosted options.

    Implementation

    We know first-hand what it takes to overcome the challenges faced within highly regulated bank treasury tech environments.

    Customer Support

    Email [email protected]
     Call +44 (0)1314528898


    Custom reports automate swaps analysis and SMMA returns

    ALMIS have set up very useful custom reports for us quickly to be able to see the weighted average cost of our Pay Fixed Receive Variable swaps by month and year, and complete our SMMA return, both of which had to be prepared manually before.

    Chris Till, Financial Risk Manager

    The Marsden