JP Morgan puts Heat on hedges

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JP Morgan Chase has spent the past four months developing a tool to conduct hedge effectiveness tests that will allow advantageous hedge accounting treatment for derivatives-based hedges under US Financial Accounting Standard 133 (FAS 133) and International Accounting Standard 39 (IAS 39). The ‘Hedge Effectiveness Analysis Toolkit’ (Heat) goes live on the bank’s client website, www.morganmarkets.com, this month.

Though FAS 133, effective for all US corporations since June 1999, and IAS

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