Search results for "hedgeable risk"

showing 2 items of 2 documents

How fair-value accounting can influence firm hedging

2012

Published version of an article in the journal: Review of Derivatives Research. Also available from the publisher at: http://dx.doi.org/10.1007/s11147-012-9084-y The potential influence of accounting regulations on hedging strategies and the use of financial derivatives is a research topic that has attracted little attention in both the finance and the accounting literature. However, recent surveys suggest that company hedging can be substantially influenced by the accounting for financial instruments. In this study, we illustrate not only why but also how the accounting regulations may affect hedging behavior. We find that under mark-to-market accounting, most firms concerned with earnings…

Earnings response coefficientearning volatilityEarnings volatilityMark-to-market accountingEarningsVDP::Social science: 200::Economics: 210Financial economicsundhedgeable riskFinancial instrumentEconomics Econometrics and Finance (miscellaneous)hedgeable riskearnings hedgingfari value accountingFair valueEconomicsCash flowcash-flow hedgingVolatility (finance)Finance
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A note on fair value accounting in a crisis: The influence of the hedge accounting regulations

2010

Published version of an article published in the journal: Business and Economics Journal. Also available from the publisher at: http://astonjournals.com/manuscripts/Vol2010/BEJ-13_Vol2010.pdf The role of fair value accounting in the financial crisis is contorversial and heavily debated. Some claim that fair value accounting of financial instruments contributed to the recent crisis. This note acknowledges that, in many industries, a significant proportion of the financial instruments are entered into for hedging purposes. I examine if a crisis through the hedge accounting regulations, can affect the overall use og fair value accounting in an economy. I present analytical evidence that the bo…

VDP::Social science: 200::Economics: 210::Economics: 212cash flow hedging nonhedgeable risk hedgeable risk SFAS 133 IAS 39 mark-to-market accounting fair value accounting hedge accounting
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