HDG_HEDGE(SQL Table) |
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Hedge Link HeaderHeader record for Hedging relationships. Child tables are: HDG_HEDGE_DEAL - Hedging Deals (Instruments) HDG_HEDGED_ITEM - Hedged Items |
# | PeopleSoft Field Name | PeopleSoft Field Type | Database Column Type | Description |
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1 | Character(5) | VARCHAR2(5) NOT NULL |
Business Unit
Default Value: OPR_DEF_TBL_FS.BUSINESS_UNIT Prompt Table: SP_BU_TRD_NONVW |
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2 | Character(12) | VARCHAR2(12) NOT NULL |
Hedge ID identifies the designation of Hedging Deals (Instruments) as being the Hedge of Hedged Items
Default Value: NEXT Prompt Table: HDG_HEDGE |
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3 | HEDGE_STATUS | Character(1) | VARCHAR2(1) NOT NULL |
Stores the Status of a FAS 133 hedge:
"A" Active,
"I" Discontinued (Inactive),
"O" Discontinued - Remaining AOCI requiring reclassification
A=Active I=Discontinued O=Discontinued - Remaining AOCI Default Value: A |
4 | HEDGE_TYPE | Character(3) | VARCHAR2(3) NOT NULL |
Type of Hedge, either: FAS 133, IAS39, or Economic/Other
133=FAS 133 Hedge 39=IAS39 Hedge OTH=Economic / Other Hedge |
5 | HEDGE_TYPE_133 | Character(3) | VARCHAR2(3) NOT NULL |
Hedge type when FAS 133 is applied.
CF=Cash Flow Hedge FV=Fair Value Hedge XAS=FX FV of Available-for-Sale XCF=FX Cash Flow Hedge XFC=FX FV of Firm Commitment XNI=FX Hedge of Net Investment |
6 | DESCR60 | Character(60) | VARCHAR2(60) NOT NULL | Description |
7 | HEDGED_RISK_OTHER | Character(1) | VARCHAR2(1) NOT NULL |
Specify type of Risk Hedged
Y/N Table Edit Default Value: N |
8 | HEDGED_RISK_NAME | Character(15) | VARCHAR2(15) NOT NULL | Type of Risk Hedged |
9 | DESCR254 | Character(254) | VARCHAR2(254) NOT NULL | Description of length 254 |
10 | RSK_COMMENTS | Character(254) | VARCHAR2(254) NOT NULL | Comments |
11 | INCEPTION_DT | Date(10) | DATE NOT NULL |
Inception date of the hedge
Default Value: %Date |
12 | INCEPTION_OPRID | Character(30) | VARCHAR2(30) NOT NULL | Operator ID of the person who initially started the hedge. |
13 | HEDGE_STRATEGY_CD | Character(10) | VARCHAR2(10) NOT NULL |
Risk Management Strategy Code
Prompt Table: HDG_STRATGY_TBL |
14 | HEDGED_RISK_OVERAL | Character(1) | VARCHAR2(1) NOT NULL |
Checkbox when changes in overall fair value are being hedged
Y/N Table Edit Default Value: N |
15 | HEDGED_RISK_IR | Character(1) | VARCHAR2(1) NOT NULL |
Checkbox when Market Interest Risk is being hedged
Y/N Table Edit Default Value: N |
16 | HEDGED_RISK_FX | Character(1) | VARCHAR2(1) NOT NULL |
Checkbox when Foreign Currency Exchange Risk is being hedged
Y/N Table Edit Default Value: N |
17 | HEDGED_RISK_CREDIT | Character(1) | VARCHAR2(1) NOT NULL |
Checkbox when Credit Risk is being hedged
Y/N Table Edit Default Value: N |
18 | HEDGE_EF_ASES_CD | Character(3) | VARCHAR2(3) NOT NULL |
Effectiveness Assessment method
ANI=Assume No Ineffectiveness CRG=Correlation - Regression CUO=Cumulative Offset |
19 | HEDGE_EF_ASES_P_CD | Character(3) | VARCHAR2(3) NOT NULL |
Effectiveness Assessment method - Prospective
ANI=Assume No Ineffectiveness CRG=Correlation - Regression CUO=Cumulative Offset |
20 | HEDGE_INEF_MTHD | Character(3) | VARCHAR2(3) NOT NULL |
Hedge Ineffectiveness method
ANI=Assume No Ineffectiveness CRG=Correlation - Regression CUO=Cumulative Offset |
21 | HEDGE_SHORTCUT | Character(1) | VARCHAR2(1) NOT NULL |
Checkbox for 'Use Shortcut Method for Interest Rate Swap Hedge'
N=No Y=Yes Y/N Table Edit Default Value: N |
22 | HEDGE_EF_ASES_OFST | Character(2) | VARCHAR2(2) NOT NULL |
Risk offset
OG=Onesided Offset Against Gains OL=Onesided Offset Against Losses SO=Symmetrical Offset Default Value: SO |
23 | DISCONTINUE_DT | Date(10) | DATE | Date on which a hedge is discontinued. |
24 | DISCONTINUE_OPRID | Character(30) | VARCHAR2(30) NOT NULL | Operator ID of the person who discontinued the hedge |
25 | NOTES_1000 | Long Character(1000) | VARCHAR2(1000) | Represents a field that allows free form text on the instrument definition panels. |
26 | EVENT_TRACKING_ID | Number(10,0) | DECIMAL(10) NOT NULL | The event tracking ID is used in order to correlate objects with an event. Each object (i.e. Payment) will store the tracking ID with a given payment. That way the system can obtain all the events for a given payment via the tracking ID. |