Macro-hedging in Fairways Debt presents the relationship of the actual debt and the risk hedging transactions.
Create an allocation to build the relationship between the debt and the hedges.
Note: You can create an allocation for:
- Loans
- Derivatives
- Securities
Prerequisites
Contact your Finance Active consultant to:
Open the Transaction to Allocate
- Log in to your Fairways Debt account, e.g. https://login.financeactive.com/eu, and select a customer account, if relevant.
- Navigate to Applications
> Debt & Derivatives.
In this example, we log in to the Main City account.
- Open the transaction to allocate:
- Via a portfolio: Select the relevant portfolio, and click the relevant transaction.
- Via the Hedging module: Navigate to Hedging, and click the relevant transaction in the Associated/Dissociated lists.
- Via a portfolio: Select the relevant portfolio, and click the relevant transaction.
Create an Allocation
- Navigate to Hedging.
- Click Create Allocation.
- Complete the form with all relevant details.
Note: Fields marked with an asterisk * are mandatory.
|
Field |
Description |
|---|---|
|
Derivative |
Hedging transaction. Note: If you create an allocation from a derivative profile, that derivative details will be preselected and the field not editable. |
|
Available Notional |
Remaining amount of the hedging transaction that can be allocated. |
|
Current Allocated Amount |
Amount of the hedging transaction that has been already allocated. |
|
Hedgeable |
Transaction to hedge. Note: If you create an allocation from a non-derivative profile, that transaction details will be preselected and the field not editable. |
|
Unhedged Amount |
Remaining amount of the hedged transaction that can be hedged. |
|
Hedged Amount |
Amount of the hedged transaction to hedge. |
- Click Apply.
The allocation displays in the hedged transaction profile...
... and in the hedging transaction profile.
