Eris and the Fixed Income Group at R.J. O’Brien & Associates (RJO) have released an accounting case study outlining how Eris Interest Rate Swap Futures can receive favorable hedge accounting treatment. Qualifying for hedge accounting treatment allows Eris Swap Futures to replace OTC swaps as hedging instruments. The study provides a concrete example of using Eris as an eligible and effective hedge.
The case study is available here with free registration.
