Derivatives and Hedging

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Question

When must an embedded derivative be bifurcated from its host contract?

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Answer

When it is not clearly and closely related and meets the derivative definition.

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Question

Why is a receive-floating, pay-fixed swap used on variable-rate debt?

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Answer

It locks in a fixed borrowing cost.

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Question

What happens if hedge accounting is not designated?

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Answer

Derivative fair-value changes go to net income.

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