The hedge accounting module is designed to provide users with maximum flexibility when defining testing policies, running analytical assessments, running measurement tests, and reviewing/reporting test results.

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With the hedge accounting module, users can implement variations of fair value, cash flow, forecasted cash flow, and net investment strategies. Testing methodologies include dollar offset, backdated regression, and cross-sectional simulation.  Pyramid’s design allows users to quickly define and build new testing analytics to adapt to new procedural announcements. The hedge accounting module fully supports overnight index swap (OIS) valuations throughout all hedge accounting workflow.  The hedge module also contains an accounting system interface for effectiveness/ineffectiveness and OCI balance reporting.