Hanover/Busch analytics provides a permanent accounting subledger for SFAS 133/138.
It groups mortgage servicing assets into optimal hedge tranches, calculates hedge correlation and effectiveness using statistical analysis or dollar offset by comparing changes in asset values to changes in hedge instrument values. It reports hedge results at a loan level to the SFAS 125/140 module for amortization and impairment. Hanover/Busch analytics provides a permanent accounting subledger for SFAS 133/138. |
