ProductsRiskMARS Hedge Accounting

MARS Hedge Accounting

Industry-leading systems

Our system is updated as soon as new accounting standards are published to ensure you’re getting the most useful valuation tools.

Superior customer support

Our specialists will take you through a comprehensive on-boarding process, and our 24/7 global support team will be there for the long term.

Integrated risk management

Our reporting suite integrates with our Treasury and Risk Management (TRM) solution for a simplified way to analyze commercial and financial exposures.

Flexible end-to-end solution

Our suite of risk management tools creates a seamless process to ensure compliance with fair value accounting standards.


01.

Industry-leading systems

  • The MARS HEFF API provides programmatic access to a scalable and modular reporting framework, allowing for the customization of hedge accounting reports to suit your needs, processes and existing technology stack, as it can facilitate third-party software integration.
  • It is a cost-effective, seamless technology that enables a more rules-based accounting month-end process.

02.

Reporting and documentation

  • The MARS HEFF reporting suite allows users to quickly obtain detailed measurements and disclosure output in order to comply with reporting requirements.
  • Reports and disclosures can be run on a consolidated or trade-level basis, and include hedge adjustment, OCI release, FAS161 (current/non-current; asset/liability) and FX/IR split.

03.

Quantitative effectiveness testing

  • MARS HEFF supports an extensive list of prospective and retrospective testing methods, including critical terms match, shortcut, scenario analysis, dollar offset and regression testing. These tests can be run on a periodic or cumulative basis at each reporting date to support whether a hedge is highly effective.
  • It can also be integrated with MARS X-Value Adjustment (XVA) to quantify CVA/DVA adjustments into the valuation of derivatives, used for hedge accounting purposes.

04.

Controls framework

  • MARS HEFF is SOC1 certified, creating a reliable control framework for the generation of records for transactions recognized in financial statements.
  • We also provide transparent methodologies and track all key changes in the audit history.

Explore Bloomberg Risk Products

We offer multi-asset solutions to help you monitor, manage and mitigate risk.

RISK

Multi-Asset Risk System (MARS)

RISK

Bloomberg Liquidity Assessment (LQA)

RISK

Regulatory Reporting Hub (RHUB)

Insights