Banking

Cross-Currency Swap — Fair Value (Cash Flow Hedge)

Revaluing a USD/JOD cross-currency swap used to hedge foreign currency bond issuance.

Account NameTypeDebit ($)Credit ($)
Derivative Asset (CCS)Asset (+)85,000.00-
FX Hedge Reserve (OCI — Cash Flow Hedge)Equity (+)-85,000.00

💡 Accountant's Note

Cross-currency swaps are used when banks issue foreign currency bonds. As an effective cash flow hedge, the fair value gain goes to OCI and is recycled to P&L when the hedged cash flows (coupon payments) occur.

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