Macro-Hedging Analysis

Updated September 29, 2023 16:37

Hedging in Fairways Debt presents the relationship of the actual debt and the risk hedging transactions.

The Macro-Hedging analysis offers a view of your macro-hedging interest.

Prerequisites

Contact your Finance Active consultant to:

Log in to your Fairways Debt account and select a customer account, if relevant.
Navigate to Applications > Analysis & Reporting > Analyses.
Click Macro-Hedging Analysis.

In this example, we log in to the Main City account.

Field	Description
Market Date	Analysis date.
Currency	Currency in which the analysis data displays.
Transactions	Refine to include relevant transactions in the analysis.
Time Display	Display data following a period.
Tags for Simulated Portfolio	Filter by tag(s) applied to the simulated portfolio.
Market Scenario	Simulate how data would look based on different values.
FX Rate Scenario	Apply a simulation using custom Forex rates.

The analysis displays with the relevant data.

#	Description
A	Filter the data to display: The criterion is colored: the graph includes the data matching the criterion. The criterion is grayed out: the graph excludes the data matching the criterion.
B	Hover over a data to display its details.
C	Export the graph to another format, e.g. PDF.
D	Export the table data to Excel.

Time Display

Field	Description
Frequency	Period frequency. Note: Different fields display depending on the selection.
Start Date	Start date of the period.
End Date	Note: This field only displays for the Daily frequency. End date of the period.
Year Count	Note: This field only displays for the Monthly, Quarterly, Triannually, Biannually, and Annually frequencies. Period length.