Hedge accounting
your auditors can follow.
Pascal reads your contracts, deal tickets and bank confirmations, then proposes hedges, tests effectiveness and drafts designation memos under IFRS 9, Ind AS 109 or ASC 815.
Pascal Agents / Hedge register · Q2 FY27
312 relationships
Quarter-end effectiveness · 30 Sep
| Relationship | Type | Result | Memo |
|---|---|---|---|
| EUR purchases · FX forwards | Cash flow | 0.97 | Signed |
| Term loan · pay-fixed IRS | Cash flow | R² 0.96 | Signed |
| Copper purchases · swap | Cash flow | 0.78 | Review |
Agent run
Pulled valuations from the TMS and 6 banks
Ran dollar offset and regression tests
Explained 3 results outside policy
Audit pack ready
Built for treasuries that report to the audit committee.
Pascal reads your contracts, deal tickets and bank confirmations, then proposes hedges, tests effectiveness and drafts designation memos under IFRS 9, Ind AS 109 or ASC 815.
Dealing, risk and accounting. One record of every hedge.
Capabilities
Where treasury teams start with Pascal.
Front office
Exposure identification
FX, rates and commodity exposures read from contracts, purchase orders and forecasts, each linked to its clause.
Front office
Hedge proposals and bank quotes
Proposals sized to your policy hedge ratios, with bank quotes compared on rate, spread to mid and limit headroom.
Middle office
Hedge effectiveness testing
Dollar offset and regression tests on every relationship at quarter end, with each result outside policy explained.
Middle office
Counterparty limits and ISDA terms
Limits checked against ISDA and CSA terms: thresholds, minimum transfer amounts and eligible collateral, cited to the page.
Back office
Hedge documentation at inception
Designation memos under IFRS 9, Ind AS 109 or ASC 815, drafted in your template the day the hedge is dealt.
Back office
Audit packs and board reports
Journal entries, reserve roll-forwards, audit evidence and the board treasury report, all from one hedge register.
One platform. Every team.
See the platformCustomer success story
How a leading APAC asset manager turned proprietary knowledge into a living asset
Pascal runs inside the firm's own infrastructure, permission-aware, with every answer traced back to the underlying document.
$100B+ asset manager
Frequently asked questions
Dealers use it to read exposures from contracts and forecasts and to compare bank quotes. Treasury risk uses it for effectiveness tests and limit checks. Accounting uses it for designation memos, journal entries and audit packs. Pascal runs all three on one hedge register, so each team reads the same record.