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Basic Principles of Hedge Accounting

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Author Info
Bunea-Bontas, Cristina Aurora

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Abstract

The development of the capital markets increases the key role of the financial manager both in using the new techniques for administrating the risks and in assessing hedge effectiveness. Risk means possible uncertainty regarding cash flows, influencing the fair value of assets and liabilities or the value of cash flow relating to future transactions of the entity. This article emphasizes that possible financial risk in international business, like as price risk, credit risk, risk of liquidity, can be hedged using financial instruments, especially derivatives, like as forward, futures, options and swaps. The accounting treatment for these instruments is presented in accordance to the basic principles of hedge accounting imposed by IAS 39. Additionally, there are references to the most important requirements regarding the accounting rules regarding recognition and measurement of hedged derivatives according to the Romanian regulations.

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File URL: http://mpra.ub.uni-muenchen.de/17072/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 17072.

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Date of creation: Aug 2009
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Publication status: Published in Economy. Transdisciplinarity. Cognition 1.12(2009): pp. 172-181
Handle: RePEc:pra:mprapa:17072

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Related research
Keywords: hedge derivatives; fair value; hedge accounting; hedge effectiveness; risk management;

Find related papers by JEL classification:
M41 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Accounting
D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
F30 - International Economics - - International Finance - - - General
E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
G20 - Financial Economics - - Financial Institutions and Services - - - General

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This page was last updated on 2009-11-30.


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