Real Estate Investment Trusts (REITs)

How to Record Interest Rate Swap Fair Value

Recording the mark-to-market adjustment for derivative instruments used to hedge interest rate risk.

Account NameTypeDebit ($)Credit ($)
Derivative AssetAsset12,000.00-
Unrealized Gain on DerivativesOther Comprehensive Income-12,000.00

💡 Accountant's Note

REITs use swaps to convert variable rate debt to fixed. Effective portions of the change in fair value are typically recorded in Other Comprehensive Income (OCI).

Practitioner & Systems Framework

💻 ERP Architecture

Adjusted monthly based on valuation reports provided by the lending bank or a third-party valuation service.

⚠️ Audit Flags

Effectiveness testing results; valuation inputs (Level 2 or 3 hierarchy) for the derivative.

📄 Required Documentation

ISDA agreement, monthly bank valuation report, and hedge effectiveness analysis.

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Expert Analysis by Qusai Ahmad

General Accountant Supervisor & IFRS Specialist

Specialized in SAP GUI automation and Middle Eastern tax compliance. Building digital tools for the next generation of finance leaders.

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