DRAFT - Manage Schedule DB Hedge Descriptions

You can “write in” various values related to hedging descriptions on the Schedule DB reports: Schedule DB Part A Section 1 and 2 (DBA1, DBA2) and Schedule DB Part B Section 1 and 2 (DBB1, DBB2).

To support these columns, there are tables in the ISTAR Database Schema along with a selection of panels to input the hedge descriptions at an asset level by SVO Company Code. The asset level descriptions can differ by long/short indicator and derivative election. After you add descriptions to these tables using the Create DB Hedge Description and Create Footnote Hedge Code panels, you only need to run the report to see the changes take effect on the Schedule DB reports.

The Create DB Hedge Description panels add the description information for each asset at the SVO Company level. Before you use the Create DB Hedge Description panels to add the asset level information, you use the Create Footnote Hedge Code panel if you are going to use values other than the default Type of Risk values and to add hedge code values for Footnote B. This allows the dynamic lookups in the Create DB Hedge Description to then pick up any Type of Risk (footnote A) values equal to Other, or pick up Hedge Code (footnote B) values added using the Footnote Hedge Code panel.

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DB Schedules

The following table illustrates the corresponding report columns that the Create DB Hedge Description panel fields update when submitted.

Create DB Hedge Description Panel Field	Corresponding Report Column
Item Hedged Desc Manual Entry (tag 1019) or Item Hedged Desc Code Value (tag 1017) Note: When updating using a batch uploader, use tag 8792.	Schedule DBA1/DBA2: Column 2 - Descriptions of Item(s) Hedged, Used for Income Generation or Replication Schedule DBB1/DBB2: Column 5 - Descriptions of Item(s) Hedged, Used for Income Generation or Replication
Hedge Sched Line Code (tag 8792)	Schedule DBA1/DBA2: Column 3 - Schedule / Exhibit Identifier Schedule DBB1/DBB2: Column 6 - Schedule / Exhibit Identifier
Type of Risk (tag 8804) or Other Type of Risk (tag 10599) Note: When updating using a batch uploader, use tag 8793.	Schedule DBA1/DBA2: Column 4 - Type(s) of Risk(s) (a) Schedule DBB1/DBB2: Column 7 - Type(s) of Risk(s) (a)
Hedge Footnote (tag 1021) or Hedge Percentage (XXX/YYY) (tag 1022) Note: When updating using a batch uploader, use tag 8794.	Schedule DBA1: Column 23 - Hedge Effectiveness at Inception and at Year-end (b) Schedule DBA2: Column 25 - Hedge Effectiveness at Inception and at Year-end (b) Schedule DBB1: Column 21 - Hedge Effectiveness at Inception and at Year-end (b) Schedule DBB2: Column 19 - Hedge Effectiveness at Inception and at Year-end (b)