Hedge accounting com derivativos exóticos e tributação

This research examined the application of the hedge accounting methodology for derivatives and its object o f protection. It was shown the fair v alue calculation, marketto-market value, hedge effectiveness test, documentation and accounting classification in the fair value hedge and cash flow hedge...

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Bibliographic Details
Author: Julião, Márcio dos Santos
Format: master thesis
Status:Published version
Publication Date:2011
Country:Brasil
Institution:Fundação Getulio Vargas (FGV)
Repository:Repositório Institucional do FGV (FGV Repositório Digital)
Language:Portuguese
OAI Identifier:oai:repositorio.fgv.br:10438/13474
Online Access:https://hdl.handle.net/10438/13474
Access Level:Open access
Keyword:Derivativos
Contabilização
Tributação
Hedge accounting
Economia
Hedging (Finanças) - Contabilidade
Derivativos (Finanças)
Description
Summary:This research examined the application of the hedge accounting methodology for derivatives and its object o f protection. It was shown the fair v alue calculation, marketto-market value, hedge effectiveness test, documentation and accounting classification in the fair value hedge and cash flow hedge models. It was also verified the impact of taxes on the hedge effectiveness.