NISM Professor

Prospective effectiveness testing

Performed at inception and at each subsequent reporting date, demonstrating that the entity expects changes in the hedged item to be almost fully — nearly 100 per cent — offset by the hedging instrument.

This one is not written up yet

The definition above is the short version. A full explanation — how it works, a worked example and the exam traps — is still being written. In the meantime the chapter below covers it in context.

Written up from the same chapter

Where this is taught

Free preparation for NISM Series XVI
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